-91.6%
SOXS vs IWM
+18.7%
-110.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +16.5% |
| 7D | +46.7% | +1.0% | +45.7% | +54.7% |
| 30D | +97.0% | +0.2% | +96.7% | +103.6% |
| 3M | +39.5% | -5.6% | +45.2% | +8.6% |
| 6M | -54.9% | +2.7% | -57.7% | -32.8% |
| YTD | -90.4% | +16.2% | -106.5% | -72.5% |
| 1Y | -91.6% | +18.9% | -110.6% | -73.1% |
| All | -91.6% | +18.7% | -110.3% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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