-91.6%
SOXS vs INSM
-40.6%
-51.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.3% | +3.4% | +9.7% |
| 7D | +46.7% | +13.4% | +33.2% | +50.3% |
| 30D | +97.0% | +5.9% | +91.0% | +98.9% |
| 3M | +39.5% | +11.4% | +28.2% | +44.3% |
| 6M | -54.9% | -21.4% | -33.5% | -55.3% |
| YTD | -90.4% | -36.8% | -53.6% | -90.4% |
| 1Y | -91.6% | -39.8% | -51.8% | -90.4% |
| All | -91.6% | -40.6% | -51.0% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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