-100.0%
SOXS vs IT
+625.2%
-725.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.4% | +2.5% | -13.4% |
| 7D | -15.6% | -9.1% | -6.5% | -25.3% |
| 30D | +4.8% | -7.0% | +11.8% | -6.4% |
| 3M | -21.6% | +7.6% | -29.3% | -30.5% |
| 6M | -99.3% | +2.1% | -101.5% | -99.7% |
| YTD | -99.5% | -31.6% | -67.9% | -99.9% |
| 1Y | -99.8% | -29.9% | -69.9% | -99.9% |
| 3Y | -100.0% | -51.3% | -48.7% | -100.0% |
| 5Y | -100.0% | -44.8% | -55.2% | -100.0% |
| 10Y | -100.0% | +91.4% | -191.4% | -100.0% |
| All | -100.0% | +625.2% | -725.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling