-100.0%
SOXS vs URI
+1,233.8%
-1,333.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.9% | +12.0% | +2.9% |
| 7D | -9.4% | -0.5% | -8.9% | -9.4% |
| 30D | +6.2% | -13.4% | +19.5% | -11.3% |
| 3M | -28.0% | -6.2% | -21.8% | -27.7% |
| 6M | -99.2% | +28.0% | -127.2% | -97.9% |
| YTD | -99.5% | +23.0% | -122.4% | -98.7% |
| 1Y | -99.7% | +5.5% | -105.3% | -99.5% |
| 3Y | -100.0% | +119.2% | -219.2% | -99.8% |
| 5Y | -100.0% | +201.0% | -301.0% | -99.9% |
| All | -100.0% | +1,233.8% | -1,333.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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