+8.9%
GOOG vs SOXS
-99.2%
+108.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.4% |
| 7D | 0.0% | -4.7% | +4.8% | -0.1% |
| 30D | -2.0% | +7.7% | -9.7% | -1.6% |
| 3M | -5.9% | -10.2% | +4.3% | -4.9% |
| 6M | +8.9% | -99.2% | +108.1% | -19.2% |
| All | +8.9% | -99.2% | +108.1% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling