-100.0%
SOXS vs IAU
+278.1%
-378.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -5.7% |
| 7D | -15.6% | +0.7% | -16.3% | -15.3% |
| 30D | +4.8% | +0.3% | +4.4% | +5.1% |
| 3M | -21.6% | +0.7% | -22.3% | -19.7% |
| 6M | -99.3% | -15.5% | -83.8% | -99.3% |
| YTD | -99.5% | +1.0% | -100.5% | -99.5% |
| 1Y | -99.8% | +19.6% | -119.3% | -99.8% |
| 3Y | -100.0% | +125.4% | -225.4% | -100.0% |
| 5Y | -100.0% | +140.7% | -240.7% | -100.0% |
| 10Y | -100.0% | +218.1% | -318.1% | -100.0% |
| All | -100.0% | +278.1% | -378.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling