-100.0%
SOXS vs U
-29.6%
-70.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +5.2% | +5.8% | +14.4% |
| 7D | -28.4% | +2.6% | -31.0% | -27.6% |
| 30D | +19.4% | +27.6% | -8.1% | +37.8% |
| 3M | +28.2% | +15.3% | +12.8% | +41.2% |
| 6M | -37.7% | +96.4% | -134.1% | +1.6% |
| YTD | -91.6% | +19.6% | -111.2% | -89.4% |
| 1Y | -93.1% | +42.1% | -135.2% | -89.8% |
| 3Y | -99.7% | +87.5% | -187.2% | -99.1% |
| 5Y | -99.9% | -73.1% | -26.8% | -99.8% |
| All | -100.0% | -29.6% | -70.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling