-91.5%
SOXS vs USB
+33.1%
-124.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.1% |
| 7D | +3.2% | +1.4% | +1.8% | +5.2% |
| 30D | +61.0% | +6.4% | +54.5% | +69.0% |
| 3M | +24.0% | -4.5% | +28.5% | +18.7% |
| 6M | -35.9% | +11.4% | -47.3% | -28.6% |
| YTD | -90.9% | +17.1% | -108.0% | -87.3% |
| 1Y | -91.5% | +32.6% | -124.1% | -85.0% |
| All | -91.5% | +33.1% | -124.6% | -85.0% |
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 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