-100.0%
SOXS vs USB
+94.3%
-194.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.5% | -24.8% | -18.7% |
| 7D | -5.1% | +0.8% | -5.8% | -2.7% |
| 30D | +60.4% | +6.8% | +53.6% | +76.8% |
| 3M | +32.7% | -3.8% | +36.5% | +26.3% |
| 6M | -36.2% | +11.7% | -47.9% | -25.5% |
| YTD | -90.9% | +17.5% | -108.4% | -88.0% |
| 1Y | -92.2% | +33.8% | -125.9% | -87.4% |
| 3Y | -99.7% | +104.2% | -203.9% | -98.8% |
| 5Y | -99.9% | +26.4% | -126.3% | -99.8% |
| 10Y | -100.0% | +89.2% | -189.2% | -100.0% |
| All | -100.0% | +94.3% | -194.3% | -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