-99.3%
SOXS vs GIS
-13.1%
-86.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | +2.0% |
| 7D | -16.6% | -8.6% | -8.0% | +4.0% |
| 30D | -4.4% | -0.5% | -3.9% | -5.0% |
| 3M | -26.2% | +11.9% | -38.1% | -43.0% |
| 6M | -99.3% | -11.6% | -87.7% | -99.2% |
| All | -99.3% | -13.1% | -86.2% | -99.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling