-100.0%
SOXS vs GLD
+205.6%
-305.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | -1.8% |
| 7D | -43.7% | -5.5% | -38.2% | -46.5% |
| 30D | +22.2% | -7.0% | +29.2% | +15.2% |
| 3M | +13.0% | -12.4% | +25.3% | +2.0% |
| 6M | -47.7% | -18.0% | -29.6% | -53.0% |
| YTD | -92.5% | -10.5% | -82.0% | -92.5% |
| 1Y | -93.1% | -8.1% | -85.1% | -93.0% |
| 3Y | -99.7% | +97.7% | -197.4% | -99.5% |
| 5Y | -99.9% | +103.4% | -203.4% | -99.9% |
| All | -100.0% | +205.6% | -305.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling