-91.6%
SOXS vs FGI
+38.7%
-130.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.0% | +13.8% | +8.4% |
| 7D | +46.7% | +3.3% | +43.3% | +47.1% |
| 30D | +97.0% | -2.0% | +99.0% | +97.1% |
| 3M | +39.5% | +60.3% | -20.7% | +50.4% |
| 6M | -54.9% | +0.7% | -55.7% | -52.7% |
| YTD | -90.4% | +30.2% | -120.6% | -88.8% |
| 1Y | -91.6% | +44.4% | -136.0% | -90.3% |
| All | -91.6% | +38.7% | -130.3% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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