-100.0%
SOXS vs GEHC
+6.6%
-106.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -7.8% |
| 7D | -15.6% | -5.2% | -10.4% | -20.1% |
| 30D | +4.8% | -7.0% | +11.7% | -3.0% |
| 3M | -21.6% | +3.3% | -24.9% | -24.1% |
| 6M | -99.3% | -10.0% | -89.3% | -99.5% |
| YTD | -99.5% | -18.5% | -81.1% | -99.7% |
| 1Y | -99.8% | -14.4% | -85.4% | -99.8% |
| 3Y | -100.0% | +3.4% | -103.4% | -100.0% |
| All | -100.0% | +6.6% | -106.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling