-99.6%
SOXS vs IRE
-85.3%
-14.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -7.8% | +15.9% | +5.1% |
| 7D | -9.4% | +7.9% | -17.4% | -5.4% |
| 30D | +6.2% | +9.3% | -3.1% | +17.5% |
| 3M | -28.0% | -52.3% | +24.3% | -20.3% |
| 6M | -99.2% | -38.5% | -60.7% | -98.1% |
| YTD | -99.5% | -54.8% | -44.7% | -98.7% |
| All | -99.6% | -85.3% | -14.3% | -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