-100.0%
SOXS vs ITUB
+145.8%
-245.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.7% | +5.4% | +10.4% |
| 7D | -9.4% | +1.0% | -10.4% | -8.9% |
| 30D | +6.2% | +10.7% | -4.6% | +15.5% |
| 3M | -28.0% | +10.1% | -38.1% | -20.4% |
| 6M | -99.2% | -0.1% | -99.1% | -98.9% |
| YTD | -99.5% | +18.4% | -117.9% | -99.2% |
| 1Y | -99.7% | +31.3% | -131.0% | -99.6% |
| 3Y | -100.0% | +124.6% | -224.6% | -99.9% |
| 5Y | -100.0% | +192.0% | -292.0% | -100.0% |
| 10Y | -100.0% | +216.0% | -316.0% | -100.0% |
| All | -100.0% | +145.8% | -245.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling