-100.0%
SOXS vs SU
+266.2%
-366.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.7% |
| 7D | -4.7% | +2.2% | -7.0% | -2.6% |
| 30D | +7.7% | +8.4% | -0.7% | +16.5% |
| 3M | -10.2% | +12.1% | -22.2% | -1.6% |
| 6M | -99.2% | +19.7% | -118.9% | -99.5% |
| YTD | -99.5% | +58.4% | -157.9% | -99.6% |
| 1Y | -99.8% | +67.2% | -167.0% | -99.8% |
| 3Y | -100.0% | +125.0% | -225.0% | -100.0% |
| 5Y | -100.0% | +355.1% | -455.1% | -100.0% |
| 10Y | -100.0% | +263.7% | -363.7% | -100.0% |
| All | -100.0% | +266.2% | -366.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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