-100.0%
SOXS vs SIRI
+294.2%
-394.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.2% | +6.9% | +9.2% |
| 7D | -9.4% | -3.0% | -6.4% | -12.3% |
| 30D | +6.2% | +1.3% | +4.9% | +7.5% |
| 3M | -28.0% | +5.6% | -33.7% | -26.2% |
| 6M | -99.2% | +35.2% | -134.3% | -98.5% |
| YTD | -99.5% | +49.1% | -148.6% | -99.0% |
| 1Y | -99.7% | +26.8% | -126.5% | -99.6% |
| 3Y | -100.0% | -23.7% | -76.3% | -100.0% |
| 5Y | -100.0% | -41.8% | -58.2% | -100.0% |
| 10Y | -100.0% | -11.3% | -88.7% | -100.0% |
| All | -100.0% | +294.2% | -394.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 all: compounded portfolio wealth divided by compounded SIRI 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…
all analysis · Full analysis span regression · 6 months rolling