-99.9%
SOXS vs Z
-53.4%
-46.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.5% | +7.6% | +13.7% |
| 7D | -28.4% | +0.8% | -29.3% | -27.3% |
| 30D | +19.4% | +5.2% | +14.2% | +24.9% |
| 3M | +28.2% | -17.0% | +45.2% | +10.0% |
| 6M | -37.7% | -22.7% | -15.1% | -52.6% |
| YTD | -91.6% | -56.3% | -35.3% | -96.2% |
| 1Y | -93.1% | -57.7% | -35.4% | -96.9% |
| 3Y | -99.7% | -16.5% | -83.2% | -99.6% |
| All | -99.9% | -53.4% | -46.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling