-100.0%
SOXS vs Z
+25.1%
-125.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.1% | -8.1% | -11.8% |
| 7D | -7.0% | -3.0% | -4.0% | -9.1% |
| 30D | +2.8% | -4.2% | +7.0% | -1.3% |
| 3M | -9.8% | -3.7% | -6.1% | -16.7% |
| 6M | -99.2% | -24.5% | -74.7% | -99.5% |
| YTD | -99.5% | -49.3% | -50.2% | -99.8% |
| 1Y | -99.8% | -58.7% | -41.1% | -99.9% |
| 3Y | -100.0% | -34.1% | -65.8% | -100.0% |
| 5Y | -100.0% | -64.5% | -35.5% | -100.0% |
| 10Y | -100.0% | -0.5% | -99.5% | -100.0% |
| All | -100.0% | +25.1% | -125.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling