-100.0%
SOXS vs SLV
+157.7%
-257.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.3% | +13.4% | +3.4% |
| 7D | -9.4% | -5.0% | -4.4% | -13.2% |
| 30D | +6.2% | -1.8% | +7.9% | +5.9% |
| 3M | -28.0% | -0.3% | -27.8% | -22.6% |
| 6M | -99.2% | -28.2% | -71.0% | -99.1% |
| YTD | -99.5% | -10.7% | -88.8% | -99.2% |
| 1Y | -99.7% | +53.7% | -153.5% | -99.3% |
| 3Y | -100.0% | +173.7% | -273.7% | -99.9% |
| 5Y | -100.0% | +161.5% | -261.5% | -100.0% |
| All | -100.0% | +157.7% | -257.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling