-100.0%
SOXS vs USAR
+67.7%
-167.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -2.7% |
| 7D | -16.6% | -4.4% | -12.1% | -17.4% |
| 30D | -4.4% | -10.4% | +6.0% | -6.1% |
| 3M | -26.2% | -18.4% | -7.9% | -24.1% |
| 6M | -99.3% | -8.8% | -90.4% | -99.0% |
| YTD | -99.5% | +43.4% | -142.9% | -99.4% |
| 1Y | -99.8% | +21.0% | -120.8% | -99.7% |
| All | -100.0% | +67.7% | -167.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling