-100.0%
SOXS vs LII
+893.0%
-993.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.1% | +9.9% | +12.8% |
| 7D | -28.4% | +2.9% | -31.4% | -24.5% |
| 30D | +19.4% | +0.9% | +18.5% | +18.3% |
| 3M | +28.2% | -15.5% | +43.7% | -3.6% |
| 6M | -37.7% | -30.2% | -7.5% | -60.7% |
| YTD | -91.6% | -26.8% | -64.8% | -93.8% |
| 1Y | -93.1% | -25.3% | -67.8% | -94.6% |
| 3Y | -99.7% | -7.8% | -92.0% | -99.5% |
| 5Y | -99.9% | +17.0% | -116.9% | -99.7% |
| 10Y | -100.0% | +169.9% | -269.9% | -100.0% |
| All | -100.0% | +893.0% | -993.0% | -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