-100.0%
SOXS vs GD
+614.9%
-714.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.8% | -8.4% | -13.3% |
| 7D | -7.0% | -5.3% | -1.7% | -15.9% |
| 30D | +2.8% | -6.4% | +9.2% | -9.5% |
| 3M | -9.8% | +5.7% | -15.5% | -3.5% |
| 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% |
| 3Y | -100.0% | +68.5% | -168.5% | -99.9% |
| 5Y | -100.0% | +97.2% | -197.1% | -100.0% |
| 10Y | -100.0% | +190.2% | -290.2% | -100.0% |
| All | -100.0% | +614.9% | -714.9% | -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