-91.6%
SOXS vs ICE
+21.0%
-112.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.3% | +6.4% | +5.0% |
| 7D | +46.7% | +12.2% | +34.5% | +24.7% |
| 30D | +97.0% | +15.0% | +82.0% | +65.5% |
| 3M | +39.5% | +17.6% | +21.9% | +14.5% |
| 6M | -54.9% | +12.6% | -67.5% | -65.4% |
| YTD | -90.4% | +9.1% | -99.5% | -92.6% |
| 1Y | -91.6% | +20.6% | -112.2% | -93.6% |
| All | -91.6% | +21.0% | -112.7% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling