-100.0%
SOXS vs INDA
+5.7%
-105.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -2.3% |
| 7D | -4.7% | -2.7% | -2.1% | -13.4% |
| 30D | +7.7% | -2.8% | +10.5% | -2.1% |
| 3M | -10.2% | +1.6% | -11.8% | -1.1% |
| 6M | -99.2% | -1.4% | -97.8% | -99.0% |
| YTD | -99.5% | -10.1% | -89.4% | -99.5% |
| 1Y | -99.8% | -8.8% | -91.0% | -99.8% |
| 3Y | -100.0% | +7.6% | -107.6% | -100.0% |
| All | -100.0% | +5.7% | -105.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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