-100.0%
SOXS vs ZBRA
+1,084.2%
-1,184.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.8% |
| 7D | -9.4% | -3.8% | -5.6% | -14.2% |
| 30D | +6.2% | -10.2% | +16.3% | -7.9% |
| 3M | -28.0% | +58.7% | -86.7% | +51.4% |
| 6M | -99.2% | +61.9% | -161.1% | -98.7% |
| YTD | -99.5% | +41.7% | -141.2% | -99.3% |
| 1Y | -99.7% | +12.4% | -112.1% | -99.7% |
| 3Y | -100.0% | +34.2% | -134.2% | -100.0% |
| 5Y | -100.0% | -40.8% | -59.2% | -100.0% |
| 10Y | -100.0% | +420.3% | -520.3% | -100.0% |
| All | -100.0% | +1,084.2% | -1,184.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling