-91.5%
SOXS vs USB
+33.5%
-125.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.5% | -24.8% | -20.1% |
| 7D | -5.1% | +0.8% | -5.8% | -3.6% |
| 30D | +60.4% | +6.8% | +53.6% | +68.8% |
| 3M | +32.7% | -3.8% | +36.5% | +27.9% |
| 6M | -36.2% | +11.7% | -47.9% | -28.7% |
| YTD | -90.9% | +17.5% | -108.4% | -87.3% |
| All | -91.5% | +33.5% | -125.0% | -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