-100.0%
SOXS vs URA
+361.2%
-461.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.0% | +12.1% | +2.7% |
| 7D | -9.4% | -1.5% | -7.9% | -10.7% |
| 30D | +6.2% | -0.4% | +6.5% | +7.9% |
| 3M | -28.0% | +6.3% | -34.3% | -7.4% |
| 6M | -99.2% | -14.0% | -85.2% | -98.3% |
| YTD | -99.5% | +5.3% | -104.8% | -98.5% |
| 1Y | -99.7% | +11.7% | -111.4% | -99.1% |
| 3Y | -100.0% | +109.8% | -209.8% | -99.8% |
| 5Y | -100.0% | +108.0% | -207.9% | -99.9% |
| All | -100.0% | +361.2% | -461.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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