-91.6%
SOXS vs GD
+9.0%
-100.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.6% | +11.3% | +9.5% |
| 7D | +46.7% | +3.0% | +43.7% | +45.1% |
| 30D | +97.0% | +10.5% | +86.4% | +92.0% |
| 3M | +39.5% | -5.0% | +44.5% | +37.1% |
| 6M | -54.9% | +5.5% | -60.4% | -55.3% |
| YTD | -90.4% | +10.3% | -100.7% | -89.2% |
| 1Y | -91.6% | +8.2% | -99.8% | -90.9% |
| All | -91.6% | +9.0% | -100.6% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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