-99.9%
SOXS vs IP
-12.0%
-87.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +0.8% | -13.5% | -11.8% |
| 7D | +36.2% | -5.1% | +41.3% | +30.1% |
| 30D | +131.5% | +8.5% | +123.0% | +152.9% |
| 3M | +60.5% | -13.8% | +74.3% | +39.0% |
| 6M | -25.9% | +5.7% | -31.7% | -14.9% |
| YTD | -88.3% | -9.1% | -79.2% | -88.3% |
| 1Y | -89.6% | -0.8% | -88.8% | -88.3% |
| 3Y | -99.6% | +14.8% | -114.4% | -99.3% |
| All | -99.9% | -12.0% | -87.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling