-100.0%
SOXS vs GEHC
+2.1%
-102.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -6.0% |
| 7D | -4.7% | -7.2% | +2.4% | -11.5% |
| 30D | +7.7% | -11.6% | +19.3% | -4.8% |
| 3M | -10.2% | -0.8% | -9.3% | -17.0% |
| 6M | -99.2% | -11.9% | -87.3% | -99.4% |
| YTD | -99.5% | -21.9% | -77.6% | -99.7% |
| 1Y | -99.8% | -17.8% | -81.9% | -99.8% |
| 3Y | -100.0% | -3.5% | -96.4% | -100.0% |
| All | -100.0% | +2.1% | -102.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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