-87.2%
SOXS vs IDXX
-7.4%
-79.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -4.0% | +43.2% | +39.5% |
| 7D | +94.9% | +16.4% | +78.4% | +87.5% |
| 30D | +174.1% | +30.1% | +144.0% | +164.6% |
| 3M | +82.4% | +14.7% | +67.7% | +71.2% |
| 6M | -27.7% | +19.1% | -46.9% | -33.8% |
| YTD | -86.6% | -0.9% | -85.8% | -89.5% |
| 1Y | -87.2% | -6.9% | -80.3% | -90.5% |
| All | -87.2% | -7.4% | -79.8% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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