-100.0%
SOXS vs ISRG
+782.8%
-882.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -11.1% |
| 7D | -15.6% | -5.2% | -10.4% | -22.0% |
| 30D | +4.8% | -7.6% | +12.3% | -7.3% |
| 3M | -21.6% | -16.4% | -5.3% | -42.5% |
| 6M | -99.3% | -28.6% | -70.8% | -99.6% |
| YTD | -99.5% | -38.2% | -61.3% | -99.8% |
| 1Y | -99.8% | -25.5% | -74.3% | -99.9% |
| 3Y | -100.0% | +17.4% | -117.4% | -100.0% |
| 5Y | -100.0% | -3.0% | -97.0% | -100.0% |
| 10Y | -100.0% | +356.0% | -456.0% | -100.0% |
| All | -100.0% | +782.8% | -882.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling