+789.0%
SPY vs SOXS
-100.0%
+889.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | -1.2% |
| 7D | +0.5% | -15.6% | +16.1% | -1.7% |
| 30D | -0.9% | +4.8% | -5.7% | +0.2% |
| 3M | +3.9% | -21.6% | +25.5% | +5.8% |
| 6M | +14.5% | -99.3% | +113.9% | -21.4% |
| YTD | +12.9% | -99.5% | +112.4% | -25.2% |
| 1Y | +19.4% | -99.8% | +119.1% | -28.1% |
| 3Y | +78.5% | -100.0% | +178.4% | -12.7% |
| 5Y | +81.8% | -100.0% | +181.7% | -17.1% |
| 10Y | +311.5% | -100.0% | +411.5% | -20.7% |
| All | +789.0% | -100.0% | +889.0% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling