-100.0%
SOXS vs GE
+466.8%
-566.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -5.8% |
| 7D | -16.6% | -1.2% | -15.3% | -18.0% |
| 30D | -4.4% | -11.3% | +6.9% | -18.9% |
| 3M | -26.2% | -1.4% | -24.8% | -24.0% |
| 6M | -99.3% | +1.2% | -100.5% | -98.4% |
| YTD | -99.5% | +5.9% | -105.5% | -98.9% |
| 1Y | -99.8% | +18.4% | -118.2% | -99.4% |
| 3Y | -100.0% | +271.0% | -371.0% | -99.7% |
| 5Y | -100.0% | +417.9% | -517.9% | -99.9% |
| 10Y | -100.0% | +152.0% | -252.0% | -100.0% |
| All | -100.0% | +466.8% | -566.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling