-100.0%
SOXS vs LII
+881.5%
-981.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | -0.3% |
| 7D | +3.2% | +0.4% | +2.8% | +5.1% |
| 30D | +61.0% | -2.4% | +63.4% | +51.5% |
| 3M | +24.0% | -17.5% | +41.5% | -10.3% |
| 6M | -35.9% | -32.8% | -3.1% | -61.8% |
| YTD | -90.9% | -27.7% | -63.2% | -93.3% |
| 1Y | -91.5% | -28.1% | -63.4% | -93.7% |
| 3Y | -99.7% | -9.7% | -90.0% | -99.4% |
| 5Y | -99.9% | +19.5% | -119.4% | -99.7% |
| 10Y | -100.0% | +170.6% | -270.6% | -100.0% |
| All | -100.0% | +881.5% | -981.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling