-100.0%
SOXS vs URI
+126.5%
-226.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -4.1% |
| 7D | -15.6% | +2.5% | -18.1% | -12.3% |
| 30D | +4.8% | -12.5% | +17.3% | -12.6% |
| 3M | -21.6% | -6.2% | -15.4% | -21.6% |
| 6M | -99.3% | +25.9% | -125.2% | -98.3% |
| YTD | -99.5% | +26.2% | -125.7% | -98.7% |
| 1Y | -99.8% | +5.5% | -105.3% | -99.5% |
| 3Y | -100.0% | +125.0% | -225.0% | -99.8% |
| All | -100.0% | +126.5% | -226.5% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling