-100.0%
SOXS vs USFR
+20.6%
-120.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -6.3% |
| 7D | -4.7% | +0.1% | -4.9% | -6.0% |
| 30D | +7.7% | +0.4% | +7.4% | +4.0% |
| 3M | -10.2% | +1.0% | -11.2% | -18.1% |
| 6M | -99.2% | +2.0% | -101.2% | -99.3% |
| YTD | -99.5% | +2.8% | -102.3% | -99.6% |
| 1Y | -99.8% | +4.1% | -103.8% | -99.8% |
| 3Y | -100.0% | +14.1% | -114.1% | -100.0% |
| All | -100.0% | +20.6% | -120.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling