-100.0%
SOXS vs GAP
+65.5%
-165.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -5.0% |
| 7D | -15.6% | +1.7% | -17.3% | -14.5% |
| 30D | +4.8% | +9.3% | -4.6% | +10.2% |
| 3M | -21.6% | +6.1% | -27.7% | -19.5% |
| 6M | -99.3% | -2.3% | -97.1% | -99.3% |
| YTD | -99.5% | -10.6% | -88.9% | -99.5% |
| 1Y | -99.8% | -4.4% | -95.3% | -99.8% |
| 3Y | -100.0% | +118.3% | -218.3% | -99.9% |
| 5Y | -100.0% | +12.2% | -112.2% | -100.0% |
| 10Y | -100.0% | +33.7% | -133.7% | -100.0% |
| All | -100.0% | +65.5% | -165.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 all: compounded portfolio wealth divided by compounded GAP 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…
all analysis · Full analysis span regression · 6 months rolling