-100.0%
SOXS vs GILD
+789.0%
-889.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -6.2% |
| 7D | -4.7% | -4.8% | +0.1% | -9.0% |
| 30D | +7.7% | +5.8% | +2.0% | +12.7% |
| 3M | -10.2% | +14.9% | -25.1% | -1.6% |
| 6M | -99.2% | -0.4% | -98.9% | -99.3% |
| YTD | -99.5% | +18.5% | -118.1% | -99.5% |
| 1Y | -99.8% | +25.1% | -124.9% | -99.7% |
| 3Y | -100.0% | +105.9% | -205.9% | -100.0% |
| 5Y | -100.0% | +143.0% | -243.0% | -100.0% |
| 10Y | -100.0% | +162.4% | -262.4% | -100.0% |
| All | -100.0% | +789.0% | -889.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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