-91.6%
SOXS vs IT
-17.9%
-73.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +7.8% |
| 7D | +46.7% | -5.5% | +52.1% | +52.4% |
| 30D | +97.0% | +10.3% | +86.6% | +88.0% |
| 3M | +39.5% | +11.5% | +28.0% | +33.0% |
| 6M | -54.9% | +40.3% | -95.2% | -62.9% |
| YTD | -90.4% | -17.9% | -72.5% | -92.0% |
| 1Y | -91.6% | -8.8% | -82.8% | -92.7% |
| All | -91.6% | -17.9% | -73.7% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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