-99.2%
SOXS vs INTU
-32.5%
-66.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.7% | +0.3% |
| 7D | -15.6% | -7.5% | -8.1% | -6.5% |
| 30D | +4.8% | -1.9% | +6.7% | +6.6% |
| 3M | -21.6% | +4.9% | -26.5% | -25.9% |
| All | -99.2% | -32.5% | -66.8% | -98.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling