-100.0%
SOXS vs USAR
+74.0%
-174.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.5% | -9.7% | -10.3% |
| 7D | -7.0% | -2.1% | -4.9% | -7.4% |
| 30D | +2.8% | +2.6% | +0.2% | +4.4% |
| 3M | -9.8% | -35.0% | +25.2% | -9.5% |
| 6M | -99.2% | -6.9% | -92.3% | -98.9% |
| YTD | -99.5% | +48.0% | -147.5% | -99.3% |
| 1Y | -99.8% | +24.8% | -124.6% | -99.7% |
| 3Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +74.0% | -174.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling