-99.2%
SOXS vs IYR
+2.0%
-101.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +9.1% |
| 7D | -9.4% | -2.8% | -6.6% | -6.5% |
| 30D | +6.2% | -2.5% | +8.7% | +9.2% |
| 3M | -28.0% | -3.0% | -25.1% | -24.6% |
| 6M | -99.2% | +1.6% | -100.8% | -98.7% |
| All | -99.2% | +2.0% | -101.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 6mo: compounded portfolio wealth divided by compounded IYR 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…
6mo analysis · Full analysis span regression · 6 months rolling