-100.0%
SOXS vs INTU
+212.0%
-312.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -4.1% |
| 7D | -16.6% | -8.5% | -8.1% | -27.1% |
| 30D | -4.4% | -6.1% | +1.8% | -15.0% |
| 3M | -26.2% | +7.3% | -33.6% | -31.5% |
| 6M | -99.3% | -33.2% | -66.0% | -100.1% |
| YTD | -99.5% | -52.2% | -47.4% | -100.0% |
| 1Y | -99.8% | -52.7% | -47.1% | -100.0% |
| 3Y | -100.0% | -41.6% | -58.4% | -100.0% |
| 5Y | -100.0% | -42.6% | -57.3% | -100.0% |
| All | -100.0% | +212.0% | -312.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 10y: compounded portfolio wealth divided by compounded INTU 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…
10y analysis · Full analysis span regression · 6 months rolling