-100.0%
SOXS vs VALE
+41.7%
-141.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.6% |
| 7D | -16.6% | -1.8% | -14.7% | -17.9% |
| 30D | -4.4% | +6.7% | -11.0% | +1.3% |
| 3M | -26.2% | +4.9% | -31.1% | -19.7% |
| 6M | -99.3% | +3.6% | -102.9% | -99.1% |
| YTD | -99.5% | +21.9% | -121.4% | -99.4% |
| 1Y | -99.8% | +61.6% | -161.3% | -99.6% |
| 3Y | -100.0% | +52.1% | -152.1% | -100.0% |
| 5Y | -100.0% | +43.2% | -143.2% | -100.0% |
| 10Y | -100.0% | +521.5% | -621.5% | -100.0% |
| All | -100.0% | +41.7% | -141.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling