-100.0%
SOXS vs GE
+415.9%
-515.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.5% | +7.4% |
| 7D | -9.4% | -2.8% | -6.6% | -14.0% |
| 30D | +6.2% | -11.9% | +18.1% | -16.5% |
| 3M | -28.0% | +1.8% | -29.9% | -21.5% |
| 6M | -99.2% | -0.6% | -98.6% | -98.0% |
| YTD | -99.5% | +5.5% | -105.0% | -98.6% |
| 1Y | -99.7% | +15.0% | -114.7% | -99.1% |
| 3Y | -100.0% | +269.5% | -369.5% | -99.0% |
| 5Y | -100.0% | +422.4% | -522.4% | -99.3% |
| All | -100.0% | +415.9% | -515.9% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 5y: compounded portfolio wealth divided by compounded GE 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…
5y analysis · Full analysis span regression · 6 months rolling