-91.5%
SOXS vs FGI
+45.2%
-136.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.2% | -4.1% | +7.3% | +3.0% |
| 30D | +61.0% | -3.4% | +64.3% | +61.0% |
| 3M | +24.0% | +61.8% | -37.8% | +33.9% |
| 6M | -35.9% | +17.0% | -53.0% | -31.5% |
| YTD | -90.9% | +31.4% | -122.3% | -89.3% |
| 1Y | -91.5% | +42.7% | -134.2% | -90.2% |
| All | -91.5% | +45.2% | -136.6% | -90.2% |
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