-99.8%
SOXS vs ISRG
-16.8%
-83.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.8% | -9.3% | -10.3% |
| 7D | -7.0% | -1.6% | -5.4% | -7.1% |
| 30D | +2.8% | -2.3% | +5.1% | +2.6% |
| 3M | -9.8% | -12.4% | +2.6% | -14.7% |
| 6M | -99.2% | -26.8% | -72.4% | -99.3% |
| YTD | -99.5% | -35.3% | -64.2% | -99.6% |
| 1Y | -99.8% | -19.3% | -80.5% | -99.8% |
| All | -99.8% | -16.8% | -83.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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