-99.6%
SOXS vs IRE
-84.4%
-15.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +14.0% | -24.2% | -4.9% |
| 7D | -7.0% | +54.8% | -61.8% | +11.3% |
| 30D | +2.8% | +18.4% | -15.6% | +18.1% |
| 3M | -9.8% | -66.7% | +56.9% | -6.9% |
| 6M | -99.2% | -52.3% | -46.9% | -98.2% |
| YTD | -99.5% | -52.3% | -47.2% | -98.7% |
| All | -99.6% | -84.4% | -15.2% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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