-91.6%
SOXS vs NTRS
+43.5%
-135.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.6% | +14.3% |
| 7D | +46.7% | +3.6% | +43.1% | +56.2% |
| 30D | +97.0% | +4.3% | +92.7% | +114.8% |
| 3M | +39.5% | -1.9% | +41.5% | +37.5% |
| 6M | -54.9% | +11.4% | -66.4% | -42.0% |
| YTD | -90.4% | +32.3% | -122.7% | -80.2% |
| 1Y | -91.6% | +42.5% | -134.2% | -79.5% |
| All | -91.6% | +43.5% | -135.1% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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