-100.0%
SOXS vs GD
+74.3%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.8% | -8.4% | -11.7% |
| 7D | -7.0% | -5.3% | -1.7% | -11.3% |
| 30D | +2.8% | -6.4% | +9.2% | -3.2% |
| 3M | -9.8% | +5.7% | -15.5% | -5.3% |
| 6M | -99.2% | -0.9% | -98.2% | -99.1% |
| YTD | -99.5% | +8.2% | -107.7% | -99.4% |
| 1Y | -99.8% | +13.4% | -113.2% | -99.7% |
| All | -100.0% | +74.3% | -174.2% | -100.0% |
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