-100.0%
SOXS vs U
-43.9%
-56.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.1% | +9.2% | +7.4% |
| 7D | -9.4% | 0.0% | -9.4% | -9.4% |
| 30D | +6.2% | -4.1% | +10.3% | +3.2% |
| 3M | -28.0% | +57.8% | -85.8% | +0.7% |
| 6M | -99.2% | +103.5% | -202.7% | -97.9% |
| YTD | -99.5% | -4.8% | -94.7% | -99.2% |
| 1Y | -99.7% | -2.4% | -97.4% | -99.5% |
| 3Y | -100.0% | +11.7% | -111.6% | -99.9% |
| 5Y | -100.0% | -68.9% | -31.1% | -100.0% |
| All | -100.0% | -43.9% | -56.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling