-99.7%
SOXS vs INTU
-33.5%
-66.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.5% |
| 7D | +3.2% | -1.2% | +4.4% | +3.0% |
| 30D | +61.0% | +12.4% | +48.5% | +64.0% |
| 3M | +24.0% | +2.3% | +21.7% | +22.9% |
| 6M | -35.9% | -13.3% | -22.6% | -49.2% |
| YTD | -90.9% | -47.9% | -43.0% | -96.8% |
| 1Y | -91.5% | -47.2% | -44.3% | -97.0% |
| All | -99.7% | -33.5% | -66.2% | -99.6% |
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