-100.0%
SOXS vs USAR
+53.8%
-153.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -6.2% |
| 7D | -4.7% | -11.6% | +6.9% | -7.3% |
| 30D | +7.7% | -15.5% | +23.2% | +4.5% |
| 3M | -10.2% | -31.0% | +20.9% | -11.2% |
| 6M | -99.2% | -26.2% | -73.0% | -99.0% |
| YTD | -99.5% | +30.8% | -130.3% | -99.4% |
| 1Y | -99.8% | +7.1% | -106.8% | -99.7% |
| 3Y | -100.0% | +53.0% | -153.0% | -100.0% |
| All | -100.0% | +53.8% | -153.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded USAR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling