-100.0%
SOXS vs XYZ
-68.2%
-31.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.4% |
| 7D | -4.7% | -4.3% | -0.5% | -8.8% |
| 30D | +7.7% | +1.2% | +6.5% | +9.5% |
| 3M | -10.2% | +14.6% | -24.8% | +3.7% |
| 6M | -99.2% | +22.6% | -121.8% | -98.7% |
| YTD | -99.5% | +21.7% | -121.2% | -99.2% |
| 1Y | -99.8% | +6.7% | -106.5% | -99.6% |
| 3Y | -100.0% | +46.8% | -146.8% | -99.9% |
| All | -100.0% | -68.2% | -31.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling