-99.9%
SOXS vs SLV
+90.3%
-190.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.2% | +13.3% | +9.1% |
| 7D | -28.4% | -5.8% | -22.6% | -31.5% |
| 30D | +19.4% | -12.1% | +31.6% | +9.1% |
| 3M | +28.2% | -24.1% | +52.3% | +6.6% |
| 6M | -37.7% | -44.4% | +6.7% | -55.2% |
| YTD | -91.6% | -31.5% | -60.1% | -91.3% |
| 1Y | -93.1% | -6.9% | -86.1% | -90.1% |
| 3Y | -99.7% | +116.0% | -215.7% | -98.9% |
| All | -99.9% | +90.3% | -190.2% | -99.7% |
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