-91.6%
SOXS vs SIMO
+94.5%
-186.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.6% | +18.4% | -0.7% |
| 7D | +46.7% | -16.9% | +63.5% | +27.2% |
| 30D | +97.0% | -35.4% | +132.3% | +45.6% |
| 3M | +39.5% | -31.9% | +71.4% | +19.3% |
| 6M | -54.9% | -19.3% | -35.6% | -43.2% |
| YTD | -90.4% | +98.5% | -188.9% | -69.8% |
| 1Y | -91.6% | +100.5% | -192.2% | -71.0% |
| All | -91.6% | +94.5% | -186.1% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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