-100.0%
SOXS vs ZBH
+88.2%
-188.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.4% |
| 7D | -16.6% | -4.9% | -11.7% | -22.0% |
| 30D | -4.4% | -3.2% | -1.1% | -9.3% |
| 3M | -26.2% | +5.8% | -32.1% | -26.9% |
| 6M | -99.3% | +2.0% | -101.2% | -99.5% |
| YTD | -99.5% | +5.8% | -105.3% | -99.7% |
| 1Y | -99.8% | -7.9% | -91.8% | -99.9% |
| 3Y | -100.0% | -19.4% | -80.6% | -100.0% |
| 5Y | -100.0% | -29.5% | -70.5% | -100.0% |
| 10Y | -100.0% | -15.5% | -84.5% | -100.0% |
| All | -100.0% | +88.2% | -188.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling