-91.6%
SOXS vs USHY
+1.9%
-93.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +20.4% |
| 7D | +46.7% | -0.2% | +46.9% | +41.1% |
| 30D | +97.0% | +0.7% | +96.3% | +123.4% |
| 3M | +39.5% | -2.2% | +41.8% | -8.8% |
| 6M | -54.9% | -0.9% | -54.1% | -56.3% |
| YTD | -90.4% | +0.2% | -90.5% | -88.1% |
| 1Y | -91.6% | +1.7% | -93.4% | -85.6% |
| All | -91.6% | +1.9% | -93.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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