-100.0%
SOXS vs ZTS
-62.7%
-37.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +7.5% |
| 7D | -9.4% | -4.5% | -4.9% | -13.7% |
| 30D | +6.2% | -3.3% | +9.5% | +1.2% |
| 3M | -28.0% | -9.7% | -18.3% | -39.9% |
| 6M | -99.2% | -38.8% | -60.3% | -99.7% |
| YTD | -99.5% | -41.2% | -58.3% | -99.8% |
| 1Y | -99.7% | -50.3% | -49.4% | -99.9% |
| 3Y | -100.0% | -59.1% | -40.8% | -100.0% |
| 5Y | -100.0% | -62.8% | -37.2% | -100.0% |
| All | -100.0% | -62.7% | -37.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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