-93.1%
SOXS vs LII
-28.0%
-65.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.1% |
| 7D | -43.7% | -0.2% | -43.5% | -43.5% |
| 30D | +22.2% | -0.6% | +22.8% | +21.3% |
| 3M | +13.0% | -17.0% | +30.0% | -10.2% |
| 6M | -47.7% | -31.1% | -16.5% | -62.9% |
| YTD | -92.5% | -27.7% | -64.8% | -93.5% |
| 1Y | -93.1% | -26.2% | -67.0% | -94.0% |
| All | -93.1% | -28.0% | -65.1% | -94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling