-100.0%
SOXS vs IWM
+36.0%
-136.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +4.3% |
| 7D | -9.4% | -2.5% | -6.9% | -17.6% |
| 30D | +6.2% | -4.4% | +10.6% | -9.3% |
| 3M | -28.0% | +2.2% | -30.3% | -10.5% |
| 6M | -99.2% | +14.0% | -113.2% | -96.3% |
| YTD | -99.5% | +17.4% | -116.9% | -97.3% |
| 1Y | -99.7% | +22.9% | -122.7% | -98.3% |
| 3Y | -100.0% | +62.1% | -162.0% | -99.3% |
| 5Y | -100.0% | +38.2% | -138.2% | -99.8% |
| All | -100.0% | +36.0% | -136.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling