-91.6%
SOXS vs ZM
+8.0%
-99.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +46.7% | -8.4% | +55.1% | +43.9% |
| 30D | +97.0% | -1.9% | +98.9% | +95.8% |
| 3M | +39.5% | -10.1% | +49.6% | +38.4% |
| 6M | -54.9% | -13.9% | -41.1% | -57.8% |
| YTD | -90.4% | +6.4% | -96.8% | -90.3% |
| 1Y | -91.6% | +9.6% | -101.2% | -91.4% |
| All | -91.6% | +8.0% | -99.7% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 1y: compounded portfolio wealth divided by compounded ZM 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…
1y analysis · Full analysis span regression · 6 months rolling