-100.0%
SOXS vs SUI
-32.1%
-67.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -5.9% |
| 7D | -15.6% | -3.1% | -12.5% | -17.5% |
| 30D | +4.8% | -2.3% | +7.1% | +3.0% |
| 3M | -21.6% | -2.8% | -18.8% | -26.5% |
| 6M | -99.3% | -12.4% | -87.0% | -99.6% |
| YTD | -99.5% | -3.3% | -96.2% | -99.7% |
| 1Y | -99.8% | -5.8% | -94.0% | -99.9% |
| 3Y | -100.0% | +12.5% | -112.5% | -100.0% |
| 5Y | -100.0% | -32.9% | -67.1% | -100.0% |
| All | -100.0% | -32.1% | -67.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling