-100.0%
SOXS vs URI
+1,189.9%
-1,289.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | -0.5% |
| 7D | -43.7% | +9.3% | -53.0% | -33.9% |
| 30D | +22.2% | +7.6% | +14.6% | +46.7% |
| 3M | +13.0% | +1.0% | +11.9% | +27.7% |
| 6M | -47.7% | +19.8% | -67.5% | -17.5% |
| YTD | -92.5% | +41.9% | -134.3% | -84.0% |
| 1Y | -93.1% | +33.4% | -126.5% | -86.3% |
| 3Y | -99.7% | +156.0% | -255.8% | -97.5% |
| 5Y | -99.9% | +209.5% | -309.5% | -98.5% |
| All | -100.0% | +1,189.9% | -1,289.9% | -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