-91.6%
SOXS vs ITW
+24.0%
-115.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +10.0% |
| 7D | +46.7% | +6.3% | +40.4% | +51.5% |
| 30D | +97.0% | +11.1% | +85.9% | +109.6% |
| 3M | +39.5% | +0.1% | +39.4% | +35.0% |
| 6M | -54.9% | +18.1% | -73.0% | -44.4% |
| YTD | -90.4% | +21.4% | -111.8% | -88.3% |
| 1Y | -91.6% | +22.9% | -114.5% | -89.9% |
| All | -91.6% | +24.0% | -115.7% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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