-91.6%
SOXS vs XYZ
+19.9%
-111.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +15.3% | -6.5% | +16.2% |
| 7D | +46.7% | +16.5% | +30.1% | +57.5% |
| 30D | +97.0% | +15.0% | +82.0% | +109.9% |
| 3M | +39.5% | +3.5% | +36.0% | +40.4% |
| 6M | -54.9% | +21.9% | -76.8% | -46.7% |
| YTD | -90.4% | +34.6% | -125.0% | -87.8% |
| 1Y | -91.6% | +20.7% | -112.4% | -90.2% |
| All | -91.6% | +19.9% | -111.5% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling