-91.6%
SOXS vs GIS
-17.8%
-73.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.2% | +3.6% | -2.2% |
| 7D | +46.7% | +8.5% | +38.2% | +25.7% |
| 30D | +97.0% | +15.3% | +81.6% | +53.0% |
| 3M | +39.5% | +0.9% | +38.6% | +38.5% |
| 6M | -54.9% | +7.9% | -62.9% | -57.7% |
| YTD | -90.4% | -17.6% | -72.8% | -86.3% |
| 1Y | -91.6% | -17.4% | -74.3% | -88.0% |
| All | -91.6% | -17.8% | -73.9% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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