+28.2%
SOXS vs IWM
-8.5%
+36.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.3% | +11.4% | +9.2% |
| 7D | -28.4% | +1.4% | -29.8% | -19.0% |
| 30D | +19.4% | +2.3% | +17.2% | +42.0% |
| 3M | +28.2% | -8.3% | +36.5% | +2.4% |
| All | +28.2% | -8.5% | +36.6% | +2.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling