-100.0%
SOXS vs ZM
-68.2%
-31.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.5% |
| 7D | -4.7% | -5.7% | +0.9% | -10.1% |
| 30D | +7.7% | -9.1% | +16.8% | -0.8% |
| 3M | -10.2% | +3.5% | -13.7% | -8.9% |
| 6M | -99.2% | +25.7% | -124.9% | -100.0% |
| YTD | -99.5% | +10.8% | -110.3% | -100.0% |
| 1Y | -99.8% | +12.8% | -112.5% | -100.0% |
| 3Y | -100.0% | +33.1% | -133.1% | -100.0% |
| All | -100.0% | -68.2% | -31.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling