-91.6%
SOXS vs GFS
+15.5%
-107.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.9% | +14.7% | -1.0% |
| 7D | +46.7% | -12.5% | +59.2% | +22.3% |
| 30D | +97.0% | -16.9% | +113.9% | +54.8% |
| 3M | +39.5% | -22.3% | +61.8% | +7.5% |
| 6M | -54.9% | -40.2% | -14.7% | -67.5% |
| YTD | -90.4% | +16.0% | -106.4% | -78.7% |
| 1Y | -91.6% | +17.7% | -109.3% | -79.6% |
| All | -91.6% | +15.5% | -107.1% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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