-93.2%
SOXS vs URI
+35.9%
-129.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +4.2% | -22.3% | -12.9% |
| 7D | -22.3% | +2.6% | -24.9% | -14.5% |
| 30D | +21.9% | +9.1% | +12.8% | +44.5% |
| 3M | +4.2% | +1.0% | +3.2% | +16.6% |
| 6M | -43.4% | +23.3% | -66.7% | -21.0% |
| YTD | -92.5% | +43.3% | -135.8% | -85.5% |
| All | -93.2% | +35.9% | -129.1% | -87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling