-100.0%
SOXS vs USB
+95.2%
-195.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.3% | -9.9% | -10.6% |
| 7D | -7.0% | +1.4% | -8.4% | -5.0% |
| 30D | +2.8% | -1.3% | +4.1% | +0.9% |
| 3M | -9.8% | +15.2% | -25.1% | +11.0% |
| 6M | -99.2% | +18.8% | -118.0% | -98.7% |
| YTD | -99.5% | +21.0% | -120.5% | -99.1% |
| 1Y | -99.8% | +34.0% | -133.8% | -99.5% |
| All | -100.0% | +95.2% | -195.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling