+136.0%
GOOG vs SOXS
-100.0%
+236.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +0.8% |
| 7D | 0.0% | -4.7% | +4.8% | -0.5% |
| 30D | -2.0% | +7.7% | -9.7% | -0.6% |
| 3M | -5.9% | -10.2% | +4.3% | -3.2% |
| 6M | +8.9% | -99.2% | +108.1% | -24.7% |
| YTD | +7.1% | -99.5% | +106.6% | -30.9% |
| 1Y | +39.7% | -99.8% | +139.4% | -17.5% |
| 3Y | +145.8% | -100.0% | +245.8% | +10.9% |
| All | +136.0% | -100.0% | +236.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXS.
Daily Out/Under-Performance
Portfolio return minus SOXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXS 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 SOXS 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