-100.0%
SOXS vs VALE
+40.3%
-140.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.9% |
| 7D | -4.7% | -0.3% | -4.5% | -4.9% |
| 30D | +7.7% | +8.6% | -0.9% | +17.7% |
| 3M | -10.2% | +2.0% | -12.1% | -4.6% |
| 6M | -99.2% | +2.1% | -101.3% | -99.1% |
| YTD | -99.5% | +20.2% | -119.7% | -99.3% |
| 1Y | -99.8% | +55.2% | -154.9% | -99.6% |
| 3Y | -100.0% | +45.9% | -145.9% | -100.0% |
| All | -100.0% | +40.3% | -140.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling