-100.0%
SOXS vs ITW
+20.2%
-120.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -3.5% |
| 7D | -4.7% | -0.7% | -4.0% | -6.1% |
| 30D | +7.7% | -8.3% | +16.1% | -8.6% |
| 3M | -10.2% | +6.0% | -16.2% | +1.3% |
| 6M | -99.2% | 0.0% | -99.2% | -99.4% |
| YTD | -99.5% | +10.2% | -109.7% | -99.5% |
| 1Y | -99.8% | +3.2% | -103.0% | -99.8% |
| 3Y | -100.0% | +21.0% | -121.0% | -100.0% |
| All | -100.0% | +20.2% | -120.2% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling