-100.0%
SOXS vs IAU
+138.0%
-238.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.7% | +9.8% | +6.2% |
| 7D | -9.4% | -3.4% | -6.1% | -12.8% |
| 30D | +6.2% | -1.1% | +7.3% | +5.4% |
| 3M | -28.0% | +5.8% | -33.9% | -20.6% |
| 6M | -99.2% | -16.9% | -82.2% | -99.2% |
| YTD | -99.5% | +0.1% | -99.6% | -99.4% |
| 1Y | -99.7% | +18.4% | -118.1% | -99.7% |
| 3Y | -100.0% | +123.6% | -223.6% | -100.0% |
| 5Y | -100.0% | +138.7% | -238.7% | -100.0% |
| All | -100.0% | +138.0% | -238.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 5y: compounded portfolio wealth divided by compounded IAU 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…
5y analysis · Full analysis span regression · 6 months rolling