-100.0%
SOXS vs SIMO
+457.3%
-557.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.0% | +2.9% |
| 7D | -15.6% | +14.6% | -30.2% | +1.5% |
| 30D | +4.8% | +6.2% | -1.5% | +18.6% |
| 3M | -21.6% | +3.6% | -25.2% | +16.7% |
| 6M | -99.3% | +130.8% | -230.1% | -93.3% |
| YTD | -99.5% | +195.8% | -295.3% | -92.3% |
| 1Y | -99.8% | +225.0% | -324.8% | -95.0% |
| All | -100.0% | +457.3% | -557.3% | -97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling