-100.0%
SOXS vs USB
+92.8%
-192.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.5% | -12.1% | -13.3% |
| 7D | +36.2% | 0.0% | +36.2% | +36.4% |
| 30D | +131.5% | +5.8% | +125.6% | +149.2% |
| 3M | +60.5% | -6.0% | +66.5% | +46.6% |
| 6M | -25.9% | +7.8% | -33.7% | -18.4% |
| YTD | -88.3% | +14.6% | -102.9% | -85.2% |
| 1Y | -89.6% | +31.8% | -121.4% | -83.8% |
| 3Y | -99.6% | +91.5% | -191.2% | -98.6% |
| 5Y | -99.9% | +22.0% | -121.9% | -99.7% |
| All | -100.0% | +92.8% | -192.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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