-99.2%
SOXS vs NI
-10.5%
-88.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +8.1% |
| 7D | -9.4% | -0.6% | -8.8% | -9.4% |
| 30D | +6.2% | -1.4% | +7.6% | +6.1% |
| 3M | -28.0% | -10.6% | -17.5% | -23.7% |
| 6M | -99.2% | -9.9% | -89.3% | -99.1% |
| All | -99.2% | -10.5% | -88.6% | -99.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling