-100.0%
SOXS vs ZS
+504.0%
-604.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -0.1% |
| 7D | -16.6% | -3.8% | -12.7% | -19.3% |
| 30D | -4.4% | -6.0% | +1.6% | -8.0% |
| 3M | -26.2% | +32.0% | -58.2% | -9.1% |
| 6M | -99.3% | +2.1% | -101.4% | -99.1% |
| YTD | -99.5% | -26.2% | -73.4% | -99.6% |
| 1Y | -99.8% | -41.2% | -58.6% | -99.8% |
| 3Y | -100.0% | +3.3% | -103.3% | -100.0% |
| 5Y | -100.0% | -40.7% | -59.3% | -100.0% |
| All | -100.0% | +504.0% | -604.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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