-100.0%
SOXS vs ITOT
+754.8%
-854.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +5.3% |
| 7D | -9.4% | -2.0% | -7.4% | -17.3% |
| 30D | +6.2% | -2.0% | +8.1% | -2.0% |
| 3M | -28.0% | +4.5% | -32.6% | +0.1% |
| 6M | -99.2% | +12.6% | -111.8% | -97.2% |
| YTD | -99.5% | +12.0% | -111.5% | -98.2% |
| 1Y | -99.7% | +17.3% | -117.0% | -98.8% |
| 3Y | -100.0% | +75.2% | -175.2% | -98.9% |
| 5Y | -100.0% | +74.0% | -174.0% | -99.5% |
| 10Y | -100.0% | +298.6% | -398.6% | -100.0% |
| All | -100.0% | +754.8% | -854.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling