-100.0%
SOXS vs URI
+13,745.4%
-13,845.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | -2.0% |
| 7D | +3.2% | -6.0% | +9.2% | +1.2% |
| 30D | +61.0% | +4.6% | +56.4% | +79.8% |
| 3M | +24.0% | -2.7% | +26.7% | +30.6% |
| 6M | -35.9% | +18.4% | -54.3% | -8.4% |
| YTD | -90.9% | +37.4% | -128.2% | -83.4% |
| 1Y | -91.5% | +30.4% | -121.8% | -85.1% |
| 3Y | -99.7% | +147.9% | -247.6% | -98.0% |
| 5Y | -99.9% | +202.1% | -302.0% | -99.1% |
| 10Y | -100.0% | +1,182.4% | -1,282.4% | -100.0% |
| All | -100.0% | +13,745.4% | -13,845.4% | -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