-100.0%
SOXS vs INTU
+1,010.9%
-1,110.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -3.4% | -6.8% | -15.2% |
| 7D | -7.0% | -7.1% | +0.1% | -16.9% |
| 30D | +2.8% | +1.5% | +1.3% | +2.1% |
| 3M | -9.8% | +10.7% | -20.5% | -11.2% |
| 6M | -99.2% | -23.8% | -75.3% | -100.2% |
| YTD | -99.5% | -49.3% | -50.2% | -100.0% |
| 1Y | -99.8% | -49.7% | -50.1% | -100.0% |
| 3Y | -100.0% | -38.0% | -62.0% | -100.0% |
| 5Y | -100.0% | -38.7% | -61.3% | -100.0% |
| 10Y | -100.0% | +221.3% | -321.3% | -100.0% |
| All | -100.0% | +1,010.9% | -1,110.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling