-100.0%
SOXS vs IR
+5.7%
-105.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -5.8% |
| 7D | -16.6% | -1.9% | -14.7% | -19.6% |
| 30D | -4.4% | -15.0% | +10.7% | -30.5% |
| 3M | -26.2% | -0.4% | -25.8% | -22.2% |
| 6M | -99.3% | -15.0% | -84.2% | -98.9% |
| YTD | -99.5% | -7.1% | -92.5% | -99.2% |
| 1Y | -99.8% | -7.5% | -92.2% | -99.6% |
| All | -100.0% | +5.7% | -105.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling