-100.0%
SOXS vs ZBRA
+435.2%
-535.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.4% | -2.8% |
| 7D | -4.7% | -3.4% | -1.3% | -9.6% |
| 30D | +7.7% | -7.4% | +15.1% | -2.9% |
| 3M | -10.2% | +57.5% | -67.7% | +93.3% |
| 6M | -99.2% | +64.0% | -163.2% | -98.7% |
| YTD | -99.5% | +44.3% | -143.8% | -99.3% |
| 1Y | -99.8% | +10.9% | -110.6% | -99.8% |
| 3Y | -100.0% | +37.5% | -137.5% | -100.0% |
| 5Y | -100.0% | -39.7% | -60.3% | -100.0% |
| All | -100.0% | +435.2% | -535.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling