-100.0%
SOXS vs SIMO
+394.4%
-494.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -5.6% | +16.7% | +4.4% |
| 7D | -28.4% | +4.1% | -32.5% | -21.5% |
| 30D | +19.4% | -24.0% | +43.4% | +6.6% |
| 3M | +28.2% | -31.8% | +59.9% | +13.7% |
| 6M | -37.7% | -36.9% | -0.8% | -24.2% |
| YTD | -91.6% | +84.8% | -176.5% | -56.6% |
| 1Y | -93.1% | +99.0% | -192.1% | -58.8% |
| 3Y | -99.7% | +217.9% | -317.6% | -93.3% |
| 5Y | -99.9% | +171.5% | -271.4% | -97.9% |
| All | -100.0% | +394.4% | -494.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling