-100.0%
SOXS vs GDXJ
+73.8%
-173.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.0% | +12.1% | +6.1% |
| 7D | -9.4% | -6.2% | -3.2% | -12.3% |
| 30D | +6.2% | +4.6% | +1.5% | +9.4% |
| 3M | -28.0% | +31.3% | -59.3% | -12.6% |
| 6M | -99.2% | -10.7% | -88.5% | -98.8% |
| YTD | -99.5% | +9.1% | -108.6% | -99.1% |
| 1Y | -99.7% | +44.1% | -143.9% | -99.5% |
| 3Y | -100.0% | +285.4% | -385.4% | -99.9% |
| 5Y | -100.0% | +228.4% | -328.4% | -100.0% |
| 10Y | -100.0% | +226.5% | -326.5% | -100.0% |
| All | -100.0% | +73.8% | -173.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling