-100.0%
SOXS vs GD
+607.7%
-707.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.6% | -12.0% | -13.8% |
| 7D | +36.2% | -5.0% | +41.2% | +26.3% |
| 30D | +131.5% | +8.9% | +122.6% | +166.7% |
| 3M | +60.5% | -8.0% | +68.5% | +34.5% |
| 6M | -25.9% | +2.9% | -28.8% | -26.3% |
| YTD | -88.3% | +7.1% | -95.4% | -87.4% |
| 1Y | -89.6% | +5.9% | -95.5% | -89.0% |
| 3Y | -99.6% | +53.9% | -153.5% | -99.0% |
| 5Y | -99.9% | +95.4% | -195.3% | -99.5% |
| 10Y | -100.0% | +193.5% | -293.5% | -100.0% |
| All | -100.0% | +607.7% | -707.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling