-100.0%
SOXS vs Z
-37.2%
-62.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.3% |
| 7D | -16.6% | -7.1% | -9.5% | -19.9% |
| 30D | -4.4% | -4.8% | +0.4% | -7.2% |
| 3M | -26.2% | -9.3% | -16.9% | -33.6% |
| 6M | -99.3% | -29.0% | -70.3% | -99.5% |
| YTD | -99.5% | -52.9% | -46.6% | -99.8% |
| 1Y | -99.8% | -63.1% | -36.6% | -99.9% |
| All | -100.0% | -37.2% | -62.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling