-100.0%
SOXS vs URI
+12,554.0%
-12,654.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.6% | -11.8% | -8.4% |
| 7D | -7.0% | -2.0% | -5.0% | -8.6% |
| 30D | +2.8% | -12.9% | +15.7% | -11.1% |
| 3M | -9.8% | -6.7% | -3.1% | -9.0% |
| 6M | -99.2% | +19.0% | -118.2% | -98.3% |
| YTD | -99.5% | +25.5% | -125.0% | -98.9% |
| 1Y | -99.8% | +5.5% | -105.3% | -99.6% |
| 3Y | -100.0% | +111.3% | -211.3% | -99.9% |
| 5Y | -100.0% | +198.6% | -298.5% | -99.9% |
| 10Y | -100.0% | +1,179.9% | -1,279.9% | -100.0% |
| All | -100.0% | +12,554.0% | -12,654.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling