-99.9%
SOXS vs GEV
+735.9%
-835.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.6% | -9.2% | -0.5% |
| 7D | -4.7% | +1.6% | -6.4% | -1.9% |
| 30D | +7.7% | -7.9% | +15.7% | -1.5% |
| 3M | -10.2% | +5.6% | -15.8% | +17.9% |
| 6M | -99.2% | +13.1% | -112.3% | -97.9% |
| YTD | -99.5% | +46.7% | -146.3% | -98.1% |
| 1Y | -99.8% | +51.3% | -151.1% | -98.9% |
| All | -99.9% | +735.9% | -835.9% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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