-99.9%
SOXS vs GEV
+706.8%
-806.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +10.9% | +4.1% |
| 7D | -9.4% | -1.9% | -7.5% | -11.5% |
| 30D | +6.2% | -8.7% | +14.8% | -4.1% |
| 3M | -28.0% | +6.6% | -34.6% | -3.3% |
| 6M | -99.2% | +10.2% | -109.4% | -97.9% |
| YTD | -99.5% | +41.6% | -141.1% | -98.1% |
| 1Y | -99.7% | +43.9% | -143.6% | -98.9% |
| All | -99.9% | +706.8% | -806.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling