-100.0%
SOXS vs U
-44.5%
-55.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.0% | -9.2% | -10.8% |
| 7D | -7.0% | -3.8% | -3.2% | -9.3% |
| 30D | +2.8% | +17.5% | -14.7% | +14.7% |
| 3M | -9.8% | +38.7% | -48.6% | +16.6% |
| 6M | -99.2% | +104.4% | -203.6% | -97.9% |
| YTD | -99.5% | -5.7% | -93.8% | -99.2% |
| 1Y | -99.8% | +3.7% | -103.5% | -99.6% |
| 3Y | -100.0% | +12.3% | -112.3% | -99.9% |
| 5Y | -100.0% | -68.8% | -31.2% | -100.0% |
| All | -100.0% | -44.5% | -55.5% | -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