-100.0%
SOXS vs GIS
+78.1%
-178.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.1% | +7.1% |
| 7D | -9.4% | -8.4% | -1.0% | -11.9% |
| 30D | +6.2% | -5.2% | +11.3% | +4.2% |
| 3M | -28.0% | +8.2% | -36.2% | -27.1% |
| 6M | -99.2% | -12.0% | -87.2% | -99.4% |
| YTD | -99.5% | -18.9% | -80.6% | -99.6% |
| 1Y | -99.7% | -23.6% | -76.1% | -99.8% |
| 3Y | -100.0% | -37.6% | -62.4% | -100.0% |
| 5Y | -100.0% | -25.2% | -74.8% | -100.0% |
| 10Y | -100.0% | -19.3% | -80.7% | -100.0% |
| All | -100.0% | +78.1% | -178.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling