+75.4%
SPY vs SOXS
-100.0%
+175.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.1% | -8.7% | +0.1% |
| 7D | -2.0% | -9.4% | +7.4% | -2.7% |
| 30D | -1.7% | +6.2% | -7.8% | -0.8% |
| 3M | +4.7% | -28.0% | +32.8% | +5.1% |
| 6M | +12.5% | -99.2% | +111.7% | -11.8% |
| YTD | +11.7% | -99.5% | +111.2% | -16.3% |
| 1Y | +17.5% | -99.7% | +117.2% | -17.7% |
| All | +75.4% | -100.0% | +175.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXS.
Daily Out/Under-Performance
Portfolio return minus SOXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXS 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 3y: compounded portfolio wealth divided by compounded SOXS 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…
3y analysis · Full analysis span regression · 6 months rolling