-100.0%
SOXS vs ICE
+40.4%
-140.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -4.4% |
| 7D | -4.7% | -2.4% | -2.4% | -7.4% |
| 30D | +7.7% | +4.0% | +3.7% | +12.2% |
| 3M | -10.2% | +13.7% | -23.8% | -2.6% |
| 6M | -99.2% | +0.9% | -100.1% | -99.6% |
| YTD | -99.5% | -2.1% | -97.4% | -99.8% |
| 1Y | -99.8% | -9.5% | -90.2% | -99.9% |
| 3Y | -100.0% | +42.1% | -142.1% | -100.0% |
| All | -100.0% | +40.4% | -140.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling