-99.7%
SOXS vs SIMO
+220.5%
-320.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.5% | +12.6% | +3.5% |
| 7D | -9.4% | +12.5% | -22.0% | +3.8% |
| 30D | +6.2% | +18.4% | -12.3% | +31.7% |
| 3M | -28.0% | +5.6% | -33.6% | +1.4% |
| 6M | -99.2% | +116.9% | -216.1% | -96.2% |
| YTD | -99.5% | +188.4% | -287.9% | -96.3% |
| 1Y | -99.7% | +221.3% | -321.0% | -97.7% |
| All | -99.7% | +220.5% | -320.2% | -97.7% |
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