-100.0%
SOXS vs GDX
+245.9%
-345.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.5% | +11.6% | +4.6% |
| 7D | -9.4% | -5.4% | -4.0% | -14.3% |
| 30D | +6.2% | +6.6% | -0.4% | +14.0% |
| 3M | -28.0% | +30.1% | -58.1% | +2.6% |
| 6M | -99.2% | -7.1% | -92.1% | -98.4% |
| YTD | -99.5% | +12.0% | -111.5% | -98.8% |
| 1Y | -99.7% | +41.2% | -141.0% | -99.3% |
| All | -100.0% | +245.9% | -345.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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