-99.7%
SOXS vs GGLL
+60.5%
-160.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.1% | +7.0% | +8.8% |
| 7D | -9.4% | -5.8% | -3.6% | -13.1% |
| 30D | +6.2% | -7.2% | +13.4% | +0.5% |
| 3M | -28.0% | -17.5% | -10.5% | -36.1% |
| 6M | -99.2% | +5.1% | -104.2% | -98.5% |
| YTD | -99.5% | -1.3% | -98.2% | -99.1% |
| 1Y | -99.7% | +60.2% | -160.0% | -99.1% |
| All | -99.7% | +60.5% | -160.2% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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