-100.0%
SOXS vs USAR
+58.5%
-158.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -6.0% | +14.1% | +6.7% |
| 7D | -9.4% | -9.3% | -0.1% | -11.3% |
| 30D | +6.2% | -15.2% | +21.3% | +3.1% |
| 3M | -28.0% | -21.1% | -6.9% | -26.6% |
| 6M | -99.2% | -21.6% | -77.6% | -98.9% |
| YTD | -99.5% | +34.8% | -134.3% | -99.3% |
| 1Y | -99.7% | +15.6% | -115.4% | -99.7% |
| 3Y | -100.0% | +57.7% | -157.7% | -100.0% |
| All | -100.0% | +58.5% | -158.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling