-100.0%
SOXS vs LII
+997.5%
-1,097.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.2% | -11.3% | -8.4% |
| 7D | -7.0% | -0.7% | -6.3% | -7.9% |
| 30D | +2.8% | -12.6% | +15.4% | -16.9% |
| 3M | -9.8% | -24.4% | +14.6% | -36.6% |
| 6M | -99.2% | -28.7% | -70.5% | -98.9% |
| YTD | -99.5% | -19.1% | -80.4% | -99.1% |
| 1Y | -99.8% | -29.7% | -70.1% | -99.7% |
| 3Y | -100.0% | +4.8% | -104.8% | -99.9% |
| 5Y | -100.0% | +24.6% | -124.6% | -100.0% |
| 10Y | -100.0% | +169.2% | -269.2% | -100.0% |
| All | -100.0% | +997.5% | -1,097.5% | -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