-91.6%
SOXS vs GH
+80.5%
-172.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.7% | +12.4% | +6.5% |
| 7D | +46.7% | -7.7% | +54.3% | +41.2% |
| 30D | +97.0% | -10.0% | +106.9% | +90.8% |
| 3M | +39.5% | +5.5% | +34.0% | +47.2% |
| 6M | -54.9% | +84.9% | -139.8% | -28.5% |
| YTD | -90.4% | +65.0% | -155.4% | -84.9% |
| 1Y | -91.6% | +71.8% | -163.4% | -86.0% |
| All | -91.6% | +80.5% | -172.1% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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