-100.0%
SOXS vs IWM
+62.5%
-162.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -7.1% |
| 7D | -16.6% | -1.1% | -15.4% | -20.3% |
| 30D | -4.4% | -3.1% | -1.2% | -14.4% |
| 3M | -26.2% | +2.2% | -28.4% | -8.2% |
| 6M | -99.3% | +15.1% | -114.3% | -96.6% |
| YTD | -99.5% | +18.6% | -118.1% | -97.5% |
| 1Y | -99.8% | +24.0% | -123.8% | -98.5% |
| All | -100.0% | +62.5% | -162.5% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling