-100.0%
SOXS vs URA
+132.7%
-232.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -3.8% |
| 7D | -16.6% | +5.7% | -22.3% | -9.6% |
| 30D | -4.4% | +5.6% | -9.9% | +5.1% |
| 3M | -26.2% | +6.2% | -32.4% | -4.3% |
| 6M | -99.3% | -8.2% | -91.0% | -98.3% |
| YTD | -99.5% | +9.7% | -109.2% | -98.5% |
| 1Y | -99.8% | +17.0% | -116.8% | -99.2% |
| 3Y | -100.0% | +118.5% | -218.5% | -99.8% |
| 5Y | -100.0% | +134.3% | -234.3% | -99.9% |
| All | -100.0% | +132.7% | -232.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling