-25.9%
SOXS vs FGI
-2.1%
-23.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.8% | -11.9% | -12.7% |
| 7D | +36.2% | -7.0% | +43.2% | +35.9% |
| 30D | +131.5% | -4.2% | +135.7% | +131.3% |
| 3M | +60.5% | +55.6% | +4.9% | +67.1% |
| 6M | -25.9% | -3.2% | -22.8% | -25.8% |
| All | -25.9% | -2.1% | -23.8% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling