-100.0%
SOXS vs IT
-51.9%
-48.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.5% | +8.2% |
| 7D | -9.4% | -12.7% | +3.3% | -12.2% |
| 30D | +6.2% | -8.9% | +15.0% | +3.8% |
| 3M | -28.0% | +10.1% | -38.2% | -31.4% |
| 6M | -99.2% | +7.3% | -106.4% | -99.4% |
| YTD | -99.5% | -32.4% | -67.1% | -99.7% |
| 1Y | -99.7% | -26.6% | -73.1% | -99.9% |
| All | -100.0% | -51.9% | -48.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling