-100.0%
SOXS vs XYZ
+608.9%
-708.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.7% |
| 7D | -16.6% | -3.7% | -12.9% | -19.7% |
| 30D | -4.4% | +0.5% | -4.9% | -3.5% |
| 3M | -26.2% | +16.3% | -42.5% | -12.8% |
| 6M | -99.3% | +21.1% | -120.4% | -98.8% |
| YTD | -99.5% | +22.0% | -121.5% | -99.2% |
| 1Y | -99.8% | +5.2% | -104.9% | -99.7% |
| 3Y | -100.0% | +49.6% | -149.6% | -99.9% |
| 5Y | -100.0% | -68.4% | -31.6% | -100.0% |
| 10Y | -100.0% | +604.5% | -704.5% | -100.0% |
| All | -100.0% | +608.9% | -708.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling