-100.0%
SOXS vs IWM
+171.3%
-271.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -4.2% |
| 7D | -4.7% | -2.4% | -2.3% | -12.1% |
| 30D | +7.7% | -4.6% | +12.3% | -6.7% |
| 3M | -10.2% | -0.3% | -9.9% | -1.4% |
| 6M | -99.2% | +14.7% | -113.9% | -96.7% |
| YTD | -99.5% | +17.8% | -117.4% | -97.7% |
| 1Y | -99.8% | +21.2% | -121.0% | -98.6% |
| 3Y | -100.0% | +62.3% | -162.3% | -99.5% |
| 5Y | -100.0% | +38.7% | -138.7% | -99.9% |
| All | -100.0% | +171.3% | -271.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling