-100.0%
SOXS vs ISRG
+0.3%
-100.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.0% | +6.1% | +11.1% |
| 7D | -9.4% | -2.5% | -6.9% | -13.5% |
| 30D | +6.2% | -10.2% | +16.3% | -10.7% |
| 3M | -28.0% | -12.5% | -15.5% | -46.0% |
| 6M | -99.2% | -25.8% | -73.4% | -99.6% |
| YTD | -99.5% | -36.4% | -63.1% | -99.8% |
| 1Y | -99.7% | -19.9% | -79.9% | -99.8% |
| 3Y | -100.0% | +20.9% | -120.9% | -100.0% |
| 5Y | -100.0% | +5.7% | -105.7% | -100.0% |
| All | -100.0% | +0.3% | -100.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling