-99.6%
SOXS vs IRE
-84.0%
-15.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -4.5% |
| 7D | -16.6% | +29.0% | -45.6% | -7.0% |
| 30D | -4.4% | +24.2% | -28.6% | +10.9% |
| 3M | -26.2% | -53.2% | +26.9% | -18.4% |
| 6M | -99.3% | -36.0% | -63.2% | -98.3% |
| YTD | -99.5% | -51.0% | -48.5% | -98.8% |
| All | -99.6% | -84.0% | -15.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling