-100.0%
SOXS vs SLV
+165.4%
-265.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.2% | +13.3% | +9.6% |
| 7D | -28.4% | -5.8% | -22.6% | -30.6% |
| 30D | +19.4% | -12.1% | +31.6% | +12.1% |
| 3M | +28.2% | -24.1% | +52.3% | +12.6% |
| 6M | -37.7% | -44.4% | +6.7% | -50.9% |
| YTD | -91.6% | -31.5% | -60.1% | -91.5% |
| 1Y | -93.1% | -6.9% | -86.1% | -91.4% |
| 3Y | -99.7% | +116.0% | -215.7% | -99.3% |
| 5Y | -99.9% | +88.4% | -188.4% | -99.8% |
| 10Y | -100.0% | +167.9% | -267.9% | -100.0% |
| All | -100.0% | +165.4% | -265.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling