-100.0%
SOXS vs INTU
+1,046.3%
-1,146.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.6% | +11.7% |
| 7D | -28.4% | +0.1% | -28.5% | -28.6% |
| 30D | +19.4% | +10.1% | +9.4% | +30.1% |
| 3M | +28.2% | -4.2% | +32.3% | +5.7% |
| 6M | -37.7% | -7.2% | -30.5% | -63.9% |
| YTD | -91.6% | -47.7% | -43.9% | -98.6% |
| 1Y | -93.1% | -46.7% | -46.4% | -98.8% |
| 3Y | -99.7% | -34.1% | -65.6% | -99.9% |
| 5Y | -99.9% | -43.3% | -56.6% | -99.9% |
| 10Y | -100.0% | +232.6% | -332.6% | -100.0% |
| All | -100.0% | +1,046.3% | -1,146.3% | -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