-100.0%
SOXS vs NI
+68.9%
-168.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.6% |
| 7D | -4.7% | 0.0% | -4.8% | -4.7% |
| 30D | +7.7% | -1.4% | +9.1% | +7.1% |
| 3M | -10.2% | -10.6% | +0.4% | -14.2% |
| 6M | -99.2% | -9.3% | -89.9% | -99.2% |
| YTD | -99.5% | +1.1% | -100.7% | -99.5% |
| 1Y | -99.8% | +3.4% | -103.1% | -99.7% |
| 3Y | -100.0% | +67.9% | -167.9% | -100.0% |
| All | -100.0% | +68.9% | -168.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling