-11.4%
SOXS vs SUI
-2.9%
-8.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.5% | -11.2% | -7.4% |
| 7D | +36.2% | +6.2% | +30.0% | +11.9% |
| 30D | +131.5% | +8.6% | +122.9% | +79.4% |
| 3M | +60.5% | +1.0% | +59.5% | +57.9% |
| All | -11.4% | -2.9% | -8.5% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling