-99.8%
SOXS vs IWM
+27.7%
-127.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -8.7% |
| 7D | -7.0% | +0.1% | -7.1% | -6.4% |
| 30D | +2.8% | -1.3% | +4.0% | -2.5% |
| 3M | -9.8% | +1.6% | -11.5% | +21.9% |
| 6M | -99.2% | +13.6% | -112.7% | -95.1% |
| YTD | -99.5% | +20.8% | -120.2% | -96.0% |
| 1Y | -99.8% | +26.4% | -126.2% | -97.8% |
| All | -99.8% | +27.7% | -127.5% | -97.8% |
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