-100.0%
SOXS vs IWM
+143.9%
-243.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.3% | +11.4% | +10.0% |
| 7D | -28.4% | +1.4% | -29.8% | -22.7% |
| 30D | +19.4% | +2.3% | +17.2% | +40.4% |
| 3M | +28.2% | -8.3% | +36.5% | +8.0% |
| 6M | -37.7% | -1.3% | -36.4% | -19.9% |
| YTD | -91.6% | +13.5% | -105.1% | -80.1% |
| 1Y | -93.1% | +18.4% | -111.5% | -80.6% |
| 3Y | -99.7% | +69.6% | -169.3% | -94.3% |
| 5Y | -99.9% | +23.3% | -123.2% | -98.6% |
| All | -100.0% | +143.9% | -243.9% | -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