-99.8%
SOXS vs GD
+12.5%
-112.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -5.1% |
| 7D | -15.6% | -3.5% | -12.1% | -16.4% |
| 30D | +4.8% | -9.0% | +13.8% | +2.0% |
| 3M | -21.6% | +5.1% | -26.7% | -18.3% |
| 6M | -99.3% | -1.0% | -98.3% | -99.3% |
| YTD | -99.5% | +7.3% | -106.8% | -99.4% |
| 1Y | -99.8% | +12.4% | -112.2% | -99.7% |
| All | -99.8% | +12.5% | -112.3% | -99.7% |
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