-99.6%
SOXS vs USB
+89.5%
-189.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.5% | -12.1% | -13.4% |
| 7D | +36.2% | 0.0% | +36.2% | +36.3% |
| 30D | +131.5% | +5.8% | +125.6% | +150.7% |
| 3M | +60.5% | -6.0% | +66.5% | +44.5% |
| 6M | -25.9% | +7.8% | -33.7% | -17.5% |
| YTD | -88.3% | +14.6% | -102.9% | -84.6% |
| 1Y | -89.6% | +31.8% | -121.4% | -82.2% |
| 3Y | -99.6% | +91.5% | -191.2% | -98.3% |
| All | -99.6% | +89.5% | -189.1% | -98.3% |
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