-100.0%
SOXS vs ISRG
+391.9%
-491.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -1.6% |
| 7D | -4.7% | +0.7% | -5.4% | -4.3% |
| 30D | +7.7% | -8.0% | +15.7% | -7.5% |
| 3M | -10.2% | -10.6% | +0.4% | -32.1% |
| 6M | -99.2% | -25.1% | -74.1% | -99.6% |
| YTD | -99.5% | -34.8% | -64.7% | -99.8% |
| 1Y | -99.8% | -19.0% | -80.7% | -99.9% |
| 3Y | -100.0% | +22.1% | -122.1% | -100.0% |
| 5Y | -100.0% | +8.2% | -108.2% | -100.0% |
| All | -100.0% | +391.9% | -491.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling