-100.0%
SOXS vs SLV
+224.3%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -4.7% |
| 7D | -4.7% | -2.8% | -1.9% | -6.6% |
| 30D | +7.7% | -1.6% | +9.3% | +7.7% |
| 3M | -10.2% | -4.4% | -5.7% | -8.2% |
| 6M | -99.2% | -25.4% | -73.8% | -99.1% |
| YTD | -99.5% | -9.8% | -89.7% | -99.3% |
| 1Y | -99.8% | +53.8% | -153.6% | -99.4% |
| 3Y | -100.0% | +174.7% | -274.7% | -99.9% |
| 5Y | -100.0% | +164.3% | -264.3% | -100.0% |
| All | -100.0% | +224.3% | -324.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling