-100.0%
SOXS vs URA
-52.4%
-47.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.6% | +12.7% | +9.0% |
| 7D | -28.4% | -1.5% | -26.9% | -28.0% |
| 30D | +19.4% | -10.4% | +29.8% | +14.1% |
| 3M | +28.2% | -29.6% | +57.8% | -5.0% |
| 6M | -37.7% | -40.3% | +2.6% | -53.1% |
| YTD | -91.6% | -25.5% | -66.1% | -90.2% |
| 1Y | -93.1% | -26.4% | -66.6% | -91.6% |
| 3Y | -99.7% | +31.4% | -131.1% | -98.8% |
| 5Y | -99.9% | +28.6% | -128.5% | -99.5% |
| 10Y | -100.0% | +260.9% | -360.9% | -100.0% |
| All | -100.0% | -52.4% | -47.6% | -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