-100.0%
SOXS vs GFI
+1,066.8%
-1,166.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.9% |
| 7D | -4.7% | -4.9% | +0.1% | -5.9% |
| 30D | +7.7% | +10.7% | -3.0% | +11.0% |
| 3M | -10.2% | +25.6% | -35.8% | -2.8% |
| 6M | -99.2% | -8.3% | -90.9% | -99.0% |
| YTD | -99.5% | +6.3% | -105.8% | -99.4% |
| 1Y | -99.8% | +22.1% | -121.8% | -99.7% |
| 3Y | -100.0% | +289.2% | -389.2% | -100.0% |
| 5Y | -100.0% | +531.7% | -631.7% | -100.0% |
| All | -100.0% | +1,066.8% | -1,166.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling