-91.6%
SOXS vs SO
+3.3%
-94.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.4% | +10.2% |
| 7D | +46.7% | +1.7% | +44.9% | +42.4% |
| 30D | +97.0% | +11.1% | +85.8% | +66.8% |
| 3M | +39.5% | +0.7% | +38.9% | +40.0% |
| 6M | -54.9% | -1.4% | -53.6% | -50.8% |
| YTD | -90.4% | +9.4% | -99.8% | -90.7% |
| 1Y | -91.6% | +3.7% | -95.4% | -91.9% |
| All | -91.6% | +3.3% | -94.9% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling