-100.0%
SOXS vs SPXS
-99.6%
-0.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.1% | -1.8% |
| 7D | -4.7% | +2.5% | -7.2% | -8.4% |
| 30D | +7.7% | +4.2% | +3.5% | +0.8% |
| 3M | -10.2% | -9.3% | -0.8% | +14.7% |
| 6M | -99.2% | -30.7% | -68.5% | -97.4% |
| YTD | -99.5% | -28.1% | -71.5% | -98.5% |
| 1Y | -99.8% | -35.1% | -64.7% | -99.1% |
| 3Y | -100.0% | -79.6% | -20.4% | -99.4% |
| 5Y | -100.0% | -86.3% | -13.7% | -99.7% |
| All | -100.0% | -99.6% | -0.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling