-100.0%
SOXS vs INTU
+1,042.0%
-1,142.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +1.3% |
| 7D | +3.2% | -1.2% | +4.4% | -0.2% |
| 30D | +61.0% | +12.4% | +48.5% | +79.5% |
| 3M | +24.0% | +2.3% | +21.7% | +13.0% |
| 6M | -35.9% | -13.3% | -22.6% | -67.2% |
| YTD | -90.9% | -47.9% | -43.0% | -98.5% |
| 1Y | -91.5% | -47.2% | -44.3% | -98.6% |
| 3Y | -99.7% | -33.9% | -65.8% | -99.9% |
| 5Y | -99.9% | -41.3% | -58.6% | -99.9% |
| 10Y | -100.0% | +237.9% | -337.9% | -100.0% |
| All | -100.0% | +1,042.0% | -1,142.0% | -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 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