-99.2%
SOXS vs ZBH
+0.5%
-99.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.3% | +10.4% | +10.9% |
| 7D | -9.4% | -6.6% | -2.9% | -1.6% |
| 30D | +6.2% | -4.9% | +11.1% | +13.2% |
| 3M | -28.0% | +5.1% | -33.2% | -27.2% |
| 6M | -99.2% | +1.3% | -100.5% | -99.2% |
| All | -99.2% | +0.5% | -99.7% | -99.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling