-100.0%
SOXS vs GH
+363.0%
-463.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -6.1% |
| 7D | -4.7% | -2.5% | -2.3% | -5.8% |
| 30D | +7.7% | -4.7% | +12.4% | +5.8% |
| 3M | -10.2% | +20.2% | -30.4% | +0.8% |
| 6M | -99.2% | +78.8% | -178.0% | -98.8% |
| YTD | -99.5% | +54.1% | -153.6% | -99.3% |
| 1Y | -99.8% | +177.1% | -276.8% | -99.5% |
| 3Y | -100.0% | +371.6% | -471.6% | -99.9% |
| All | -100.0% | +363.0% | -463.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling