-100.0%
SOXS vs USB
+300.9%
-400.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -2.1% | +41.3% | +36.0% |
| 7D | +94.9% | -1.5% | +96.3% | +92.1% |
| 30D | +174.1% | +4.3% | +169.8% | +191.3% |
| 3M | +82.4% | -6.1% | +88.5% | +64.6% |
| 6M | -27.7% | +9.4% | -37.1% | -17.6% |
| YTD | -86.6% | +15.2% | -101.8% | -82.6% |
| 1Y | -87.2% | +32.8% | -119.9% | -78.9% |
| 3Y | -99.6% | +91.3% | -190.9% | -98.1% |
| 5Y | -99.9% | +22.7% | -122.6% | -99.7% |
| 10Y | -100.0% | +97.0% | -197.0% | -100.0% |
| All | -100.0% | +300.9% | -400.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling