-99.7%
SOXS vs SO
+52.7%
-152.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.2% | +9.9% | +9.3% |
| 7D | -28.4% | +1.4% | -29.8% | -30.3% |
| 30D | +19.4% | +4.7% | +14.7% | +13.3% |
| 3M | +28.2% | +1.7% | +26.5% | +26.5% |
| 6M | -37.7% | +2.2% | -39.9% | -36.5% |
| YTD | -91.6% | +10.0% | -101.6% | -92.2% |
| 1Y | -93.1% | +6.0% | -99.1% | -93.3% |
| 3Y | -99.7% | +54.1% | -153.8% | -99.8% |
| All | -99.7% | +52.7% | -152.4% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling