-100.0%
SOXS vs URA
-51.6%
-48.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | -4.0% |
| 7D | -43.7% | +4.5% | -48.2% | -38.5% |
| 30D | +22.2% | -13.4% | +35.6% | +12.4% |
| 3M | +13.0% | -28.4% | +41.4% | -14.5% |
| 6M | -47.7% | -40.5% | -7.2% | -60.9% |
| YTD | -92.5% | -24.3% | -68.2% | -91.0% |
| 1Y | -93.1% | -28.8% | -64.3% | -92.0% |
| 3Y | -99.7% | +37.6% | -137.3% | -98.8% |
| 5Y | -99.9% | +30.7% | -130.6% | -99.5% |
| 10Y | -100.0% | +266.8% | -366.8% | -100.0% |
| All | -100.0% | -51.6% | -48.4% | -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