+252.1%
INTC vs SOXS
-100.0%
+352.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +1.1% |
| 7D | +7.5% | -4.7% | +12.2% | +6.5% |
| 30D | +2.0% | +7.7% | -5.8% | +6.0% |
| 3M | -12.0% | -10.2% | -1.8% | -1.0% |
| 6M | +114.5% | -99.2% | +213.8% | +26.3% |
| YTD | +179.0% | -99.5% | +278.5% | +50.2% |
| 1Y | +318.3% | -99.8% | +418.0% | +99.0% |
| 3Y | +171.2% | -100.0% | +271.2% | -3.5% |
| 5Y | +107.6% | -100.0% | +207.6% | -31.4% |
| All | +252.1% | -100.0% | +352.1% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling