-99.8%
SOXS vs ITUB
+30.8%
-130.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -11.5% |
| 7D | -7.0% | +8.7% | -15.7% | +5.2% |
| 30D | +2.8% | -0.7% | +3.5% | -1.1% |
| 3M | -9.8% | +7.8% | -17.6% | +3.0% |
| 6M | -99.2% | -3.4% | -95.8% | -98.8% |
| YTD | -99.5% | +16.3% | -115.8% | -99.1% |
| 1Y | -99.8% | +29.8% | -129.6% | -99.5% |
| All | -99.8% | +30.8% | -130.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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