-91.6%
SOXS vs NI
+9.5%
-101.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +8.9% |
| 7D | +46.7% | +3.9% | +42.7% | +47.3% |
| 30D | +97.0% | +15.3% | +81.7% | +105.1% |
| 3M | +39.5% | +2.4% | +37.2% | +38.5% |
| 6M | -54.9% | -4.5% | -50.4% | -56.6% |
| YTD | -90.4% | +11.4% | -101.7% | -88.0% |
| 1Y | -91.6% | +8.5% | -100.1% | -89.9% |
| All | -91.6% | +9.5% | -101.1% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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