-100.0%
SOXS vs ZBH
+83.9%
-183.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.3% | +10.4% | +5.2% |
| 7D | -9.4% | -6.6% | -2.9% | -16.9% |
| 30D | +6.2% | -4.9% | +11.1% | -1.3% |
| 3M | -28.0% | +5.1% | -33.2% | -29.2% |
| 6M | -99.2% | +1.3% | -100.5% | -99.5% |
| YTD | -99.5% | +3.4% | -102.8% | -99.7% |
| 1Y | -99.7% | -8.7% | -91.1% | -99.9% |
| 3Y | -100.0% | -21.2% | -78.8% | -100.0% |
| 5Y | -100.0% | -29.2% | -70.8% | -100.0% |
| 10Y | -100.0% | -17.5% | -82.5% | -100.0% |
| All | -100.0% | +83.9% | -183.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded ZBH 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling