-100.0%
SOXS vs SIMO
+312.7%
-412.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | +0.5% |
| 7D | -16.6% | +14.5% | -31.1% | -1.2% |
| 30D | -4.4% | +20.4% | -24.8% | +23.5% |
| 3M | -26.2% | +7.1% | -33.4% | +12.2% |
| 6M | -99.3% | +129.2% | -228.5% | -93.9% |
| YTD | -99.5% | +201.9% | -301.5% | -94.2% |
| 1Y | -99.8% | +235.5% | -335.3% | -96.5% |
| 3Y | -100.0% | +463.8% | -563.8% | -99.1% |
| 5Y | -100.0% | +306.7% | -406.7% | -99.9% |
| All | -100.0% | +312.7% | -412.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling