-100.0%
SOXS vs URI
+1,173.3%
-1,273.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.3% | +12.3% | +9.3% |
| 7D | -28.4% | +6.7% | -35.2% | -18.7% |
| 30D | +19.4% | +8.9% | +10.6% | +45.4% |
| 3M | +28.2% | +0.5% | +27.6% | +44.0% |
| 6M | -37.7% | +20.7% | -58.4% | -0.6% |
| YTD | -91.6% | +40.0% | -131.7% | -82.5% |
| 1Y | -93.1% | +34.4% | -127.5% | -86.0% |
| 3Y | -99.7% | +149.5% | -249.2% | -97.4% |
| 5Y | -99.9% | +205.6% | -305.5% | -98.4% |
| All | -100.0% | +1,173.3% | -1,273.3% | -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