-91.6%
SOXS vs GLD
+2.5%
-94.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +14.9% |
| 7D | +46.7% | -0.3% | +46.9% | +46.0% |
| 30D | +97.0% | -1.9% | +98.8% | +93.4% |
| 3M | +39.5% | -0.4% | +40.0% | +42.1% |
| 6M | -54.9% | -10.2% | -44.8% | -57.3% |
| YTD | -90.4% | -6.0% | -84.4% | -89.9% |
| 1Y | -91.6% | +2.8% | -94.5% | -87.4% |
| All | -91.6% | +2.5% | -94.1% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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