-99.6%
SOXS vs IRE
-82.8%
-16.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.2% | -15.1% | -1.0% |
| 7D | -15.6% | +58.9% | -74.5% | +2.2% |
| 30D | +4.8% | +17.2% | -12.4% | +19.4% |
| 3M | -21.6% | -58.6% | +37.0% | -16.1% |
| 6M | -99.3% | -23.5% | -75.9% | -98.3% |
| YTD | -99.5% | -47.4% | -52.1% | -98.7% |
| All | -99.6% | -82.8% | -16.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling