+623.3%
INTC vs SOXS
-100.0%
+723.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.1% | -13.7% | -3.4% |
| 7D | +9.4% | -9.4% | +18.9% | +7.2% |
| 30D | +2.7% | +6.2% | -3.5% | +6.2% |
| 3M | -6.3% | -28.0% | +21.8% | +0.6% |
| 6M | +114.5% | -99.2% | +213.6% | +29.2% |
| YTD | +171.9% | -99.5% | +271.4% | +51.3% |
| 1Y | +305.0% | -99.7% | +404.8% | +99.0% |
| 3Y | +168.3% | -100.0% | +268.3% | +0.1% |
| 5Y | +102.3% | -100.0% | +202.3% | -29.7% |
| 10Y | +249.4% | -100.0% | +349.4% | -64.0% |
| All | +623.3% | -100.0% | +723.3% | -63.5% |
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