-99.9%
SOXS vs IWM
+22.7%
-122.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.3% | +11.4% | +9.9% |
| 7D | -28.4% | +1.4% | -29.8% | -22.1% |
| 30D | +19.4% | +2.3% | +17.2% | +42.7% |
| 3M | +28.2% | -8.3% | +36.5% | +5.2% |
| 6M | -37.7% | -1.3% | -36.4% | -18.6% |
| YTD | -91.6% | +13.5% | -105.1% | -78.6% |
| 1Y | -93.1% | +18.4% | -111.5% | -78.9% |
| 3Y | -99.7% | +69.6% | -169.3% | -92.7% |
| All | -99.9% | +22.7% | -122.7% | -98.2% |
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