-100.0%
SOXS vs GFS
-2.1%
-97.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | +1.1% |
| 7D | -16.6% | +4.5% | -21.1% | -10.3% |
| 30D | -4.4% | -8.2% | +3.8% | -13.9% |
| 3M | -26.2% | -38.9% | +12.6% | -52.6% |
| 6M | -99.3% | -2.9% | -96.4% | -97.4% |
| YTD | -99.5% | +31.8% | -131.3% | -97.1% |
| 1Y | -99.8% | +43.1% | -142.9% | -98.3% |
| 3Y | -100.0% | -20.6% | -79.3% | -99.9% |
| All | -100.0% | -2.1% | -97.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling