-100.0%
SOXS vs U
+11.2%
-111.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.2% |
| 7D | -16.6% | +4.4% | -20.9% | -14.3% |
| 30D | -4.4% | -1.3% | -3.1% | -5.2% |
| 3M | -26.2% | +49.6% | -75.8% | -1.9% |
| 6M | -99.3% | +100.2% | -199.4% | -98.2% |
| YTD | -99.5% | -3.7% | -95.8% | -99.2% |
| 1Y | -99.8% | -6.5% | -93.3% | -99.6% |
| All | -100.0% | +11.2% | -111.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling