-100.0%
SOXS vs SPXU
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -4.0% |
| 7D | -16.6% | +1.3% | -17.8% | -18.6% |
| 30D | -4.4% | +5.1% | -9.5% | -11.5% |
| 3M | -26.2% | -9.1% | -17.1% | -5.7% |
| 6M | -99.3% | -29.6% | -69.7% | -97.8% |
| YTD | -99.5% | -27.7% | -71.8% | -98.6% |
| 1Y | -99.8% | -37.0% | -62.8% | -99.2% |
| 3Y | -100.0% | -80.2% | -19.8% | -99.5% |
| 5Y | -100.0% | -86.0% | -14.0% | -99.8% |
| 10Y | -100.0% | -99.5% | -0.5% | -100.0% |
| All | -100.0% | -100.0% | 0.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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