-100.0%
SOXS vs INTU
-40.9%
-59.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.7% | -5.9% |
| 7D | -15.6% | -7.5% | -8.1% | -17.3% |
| 30D | +4.8% | -1.9% | +6.7% | +4.2% |
| 3M | -21.6% | +4.9% | -26.5% | -24.5% |
| 6M | -99.3% | -33.2% | -66.1% | -99.8% |
| YTD | -99.5% | -51.4% | -48.1% | -99.9% |
| 1Y | -99.8% | -52.0% | -47.8% | -100.0% |
| 3Y | -100.0% | -40.7% | -59.3% | -100.0% |
| All | -100.0% | -40.9% | -59.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling