-100.0%
SOXS vs IR
+332.9%
-432.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.3% | +11.4% | +10.6% |
| 7D | -28.4% | +2.5% | -30.9% | -24.4% |
| 30D | +19.4% | +9.2% | +10.3% | +43.2% |
| 3M | +28.2% | +0.9% | +27.2% | +37.2% |
| 6M | -37.7% | +19.2% | -56.9% | -7.6% |
| YTD | -91.6% | +7.5% | -99.1% | -88.5% |
| 1Y | -93.1% | +11.7% | -104.8% | -89.8% |
| 3Y | -99.7% | +23.9% | -123.6% | -99.1% |
| 5Y | -99.9% | +46.4% | -146.3% | -99.5% |
| All | -100.0% | +332.9% | -432.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling