-100.0%
SOXS vs GDXJ
+285.5%
-385.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -4.5% |
| 7D | -4.7% | -2.8% | -1.9% | -7.1% |
| 30D | +7.7% | +5.0% | +2.8% | +13.9% |
| 3M | -10.2% | +24.1% | -34.2% | +20.6% |
| 6M | -99.2% | -7.4% | -91.9% | -98.4% |
| YTD | -99.5% | +10.2% | -109.7% | -98.8% |
| 1Y | -99.8% | +42.5% | -142.3% | -99.2% |
| 3Y | -100.0% | +285.7% | -385.7% | -99.9% |
| All | -100.0% | +285.5% | -385.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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