-100.0%
SOXS vs SUI
+1,020.3%
-1,120.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.3% | -9.9% | -10.6% |
| 7D | -7.0% | -2.8% | -4.2% | -10.1% |
| 30D | +2.8% | -1.2% | +4.0% | +1.3% |
| 3M | -9.8% | -1.7% | -8.1% | -18.0% |
| 6M | -99.2% | -10.5% | -88.7% | -99.7% |
| YTD | -99.5% | -1.8% | -97.7% | -99.8% |
| 1Y | -99.8% | -4.1% | -95.7% | -99.9% |
| 3Y | -100.0% | +11.3% | -111.2% | -100.0% |
| 5Y | -100.0% | -32.1% | -67.9% | -100.0% |
| 10Y | -100.0% | +110.4% | -210.4% | -100.0% |
| All | -100.0% | +1,020.3% | -1,120.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling