-100.0%
SOXS vs ZTS
+162.3%
-262.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -8.9% |
| 7D | -15.6% | -4.8% | -10.8% | -21.3% |
| 30D | +4.8% | +1.2% | +3.5% | +4.2% |
| 3M | -21.6% | -6.0% | -15.6% | -34.4% |
| 6M | -99.3% | -38.7% | -60.6% | -99.8% |
| YTD | -99.5% | -40.6% | -58.9% | -99.9% |
| 1Y | -99.8% | -50.6% | -49.2% | -100.0% |
| 3Y | -100.0% | -58.7% | -41.2% | -100.0% |
| 5Y | -100.0% | -62.8% | -37.2% | -100.0% |
| 10Y | -100.0% | +56.2% | -156.2% | -100.0% |
| All | -100.0% | +162.3% | -262.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling