-93.1%
SOXS vs GD
+5.0%
-98.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | -43.7% | +1.9% | -45.6% | -43.7% |
| 30D | +22.2% | +9.2% | +13.0% | +19.5% |
| 3M | +13.0% | -7.5% | +20.4% | +10.9% |
| 6M | -47.7% | +5.8% | -53.4% | -47.6% |
| YTD | -92.5% | +9.8% | -102.3% | -91.3% |
| 1Y | -93.1% | +5.8% | -98.9% | -92.6% |
| All | -93.1% | +5.0% | -98.2% | -92.6% |
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