-91.6%
SOXS vs ISRG
-11.6%
-80.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.4% | -0.6% | +8.3% |
| 7D | +46.7% | +8.5% | +38.1% | +45.8% |
| 30D | +97.0% | +18.6% | +78.4% | +96.2% |
| 3M | +39.5% | +30.9% | +8.6% | +40.0% |
| 6M | -54.9% | +6.6% | -61.5% | -63.4% |
| YTD | -90.4% | -14.9% | -75.5% | -94.1% |
| 1Y | -91.6% | -10.5% | -81.1% | -94.2% |
| All | -91.6% | -11.6% | -80.1% | -94.2% |
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