-91.6%
SOXS vs IR
+11.7%
-103.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.2% |
| 7D | +46.7% | +11.6% | +35.1% | +67.7% |
| 30D | +97.0% | +7.2% | +89.8% | +117.4% |
| 3M | +39.5% | -5.9% | +45.4% | +30.9% |
| 6M | -54.9% | +11.5% | -66.4% | -42.5% |
| YTD | -90.4% | +6.3% | -96.7% | -87.1% |
| 1Y | -91.6% | +9.1% | -100.7% | -88.5% |
| All | -91.6% | +11.7% | -103.4% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling