-100.0%
SOXS vs IR
+271.9%
-371.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.0% |
| 7D | -9.4% | -3.1% | -6.4% | -13.7% |
| 30D | +6.2% | -14.0% | +20.2% | -16.3% |
| 3M | -28.0% | +3.7% | -31.8% | -20.2% |
| 6M | -99.2% | -15.4% | -83.8% | -98.9% |
| YTD | -99.5% | -7.7% | -91.8% | -99.2% |
| 1Y | -99.7% | -8.8% | -90.9% | -99.6% |
| 3Y | -100.0% | +5.6% | -105.6% | -99.9% |
| 5Y | -100.0% | +34.3% | -134.3% | -100.0% |
| All | -100.0% | +271.9% | -371.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling