-93.5%
SOXS vs USB
+32.1%
-125.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.1% | -18.1% | -18.2% |
| 7D | -22.3% | -0.5% | -21.8% | -21.7% |
| 30D | +21.9% | +5.7% | +16.1% | +27.2% |
| 3M | +4.2% | -4.7% | +8.9% | -0.4% |
| 6M | -43.4% | +13.4% | -56.8% | -34.8% |
| YTD | -92.5% | +17.0% | -109.5% | -89.6% |
| 1Y | -93.5% | +32.4% | -125.8% | -88.9% |
| All | -93.5% | +32.1% | -125.6% | -88.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling