-100.0%
SOXS vs SITM
+452.7%
-552.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.5% | -11.1% | -0.2% |
| 7D | -4.7% | +3.9% | -8.6% | -1.2% |
| 30D | +7.7% | -6.6% | +14.3% | +5.1% |
| 3M | -10.2% | -11.9% | +1.7% | +4.8% |
| 6M | -99.2% | +81.1% | -180.3% | -97.1% |
| YTD | -99.5% | +80.0% | -179.5% | -98.1% |
| 1Y | -99.8% | +145.8% | -245.6% | -98.5% |
| 3Y | -100.0% | +475.9% | -575.9% | -99.4% |
| All | -100.0% | +452.7% | -552.6% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling