-100.0%
SOXS vs URA
-31.1%
-68.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.8% | -11.0% | -9.2% |
| 7D | -7.0% | +1.1% | -8.1% | -5.4% |
| 30D | +2.8% | +7.4% | -4.6% | +14.9% |
| 3M | -9.8% | -8.4% | -1.5% | -1.2% |
| 6M | -99.2% | -12.7% | -86.5% | -98.3% |
| YTD | -99.5% | +7.8% | -107.3% | -98.5% |
| 1Y | -99.8% | +19.5% | -119.2% | -99.2% |
| 3Y | -100.0% | +116.4% | -216.4% | -99.8% |
| 5Y | -100.0% | +134.3% | -234.3% | -99.9% |
| 10Y | -100.0% | +359.3% | -459.3% | -100.0% |
| All | -100.0% | -31.1% | -68.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling