-100.0%
SOXS vs ITOT
+74.3%
-174.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -1.1% |
| 7D | -4.7% | -0.9% | -3.8% | -9.2% |
| 30D | +7.7% | -1.5% | +9.2% | +0.1% |
| 3M | -10.2% | +3.6% | -13.7% | +24.2% |
| 6M | -99.2% | +13.7% | -112.9% | -96.5% |
| YTD | -99.5% | +12.9% | -112.5% | -97.8% |
| 1Y | -99.8% | +17.2% | -116.9% | -98.5% |
| 3Y | -100.0% | +75.6% | -175.6% | -98.0% |
| All | -100.0% | +74.3% | -174.3% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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