-99.8%
SOXS vs GFI
+45.3%
-145.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.6% | -8.6% | -11.5% |
| 7D | -7.0% | +3.1% | -10.1% | -4.4% |
| 30D | +2.8% | +27.1% | -24.3% | +28.2% |
| 3M | -9.8% | +21.2% | -31.0% | +16.2% |
| 6M | -99.2% | -4.5% | -94.7% | -98.5% |
| YTD | -99.5% | +11.7% | -111.2% | -98.9% |
| 1Y | -99.8% | +46.0% | -145.8% | -99.5% |
| All | -99.8% | +45.3% | -145.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling