-100.0%
SOXS vs LII
+172.8%
-272.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.8% | -18.9% | -16.9% |
| 7D | -22.3% | -2.3% | -20.0% | -23.5% |
| 30D | +21.9% | -1.7% | +23.5% | +16.1% |
| 3M | +4.2% | -18.3% | +22.5% | -26.4% |
| 6M | -43.4% | -32.3% | -11.1% | -66.4% |
| YTD | -92.5% | -27.1% | -65.4% | -94.5% |
| 1Y | -93.5% | -27.2% | -66.3% | -95.2% |
| 3Y | -99.7% | -8.9% | -90.8% | -99.5% |
| 5Y | -99.9% | +19.7% | -119.6% | -99.7% |
| 10Y | -100.0% | +168.9% | -268.9% | -100.0% |
| All | -100.0% | +172.8% | -272.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling