-91.6%
SOXS vs SITM
+47.5%
-139.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.4% | +18.1% | -0.6% |
| 7D | +46.7% | -19.5% | +66.2% | +23.0% |
| 30D | +97.0% | -43.2% | +140.2% | +26.6% |
| 3M | +39.5% | -30.8% | +70.4% | +17.6% |
| 6M | -54.9% | -28.6% | -26.4% | -49.3% |
| YTD | -90.4% | +14.2% | -104.6% | -82.4% |
| 1Y | -91.6% | +44.4% | -136.0% | -83.2% |
| All | -91.6% | +47.5% | -139.2% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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