-99.7%
SOXS vs GD
+58.2%
-157.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.1% | +11.0% | +11.2% |
| 7D | -28.4% | +2.7% | -31.1% | -26.4% |
| 30D | +19.4% | +8.6% | +10.8% | +28.3% |
| 3M | +28.2% | -7.1% | +35.2% | +18.0% |
| 6M | -37.7% | +7.5% | -45.2% | -33.8% |
| YTD | -91.6% | +9.9% | -101.5% | -90.7% |
| 1Y | -93.1% | +7.6% | -100.6% | -92.5% |
| 3Y | -99.7% | +56.2% | -155.9% | -99.4% |
| All | -99.7% | +58.2% | -157.9% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling