-100.0%
SOXS vs LII
+21.2%
-121.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -6.0% |
| 7D | -16.6% | +0.5% | -17.0% | -16.0% |
| 30D | -4.4% | -11.2% | +6.9% | -22.4% |
| 3M | -26.2% | -28.8% | +2.6% | -55.4% |
| 6M | -99.3% | -26.9% | -72.3% | -98.9% |
| YTD | -99.5% | -22.2% | -77.3% | -99.2% |
| 1Y | -99.8% | -32.0% | -67.8% | -99.7% |
| 3Y | -100.0% | -0.4% | -99.5% | -99.9% |
| 5Y | -100.0% | +22.4% | -122.4% | -100.0% |
| All | -100.0% | +21.2% | -121.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling