-100.0%
SOXS vs GLD
+124.1%
-224.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.1% | -6.8% |
| 7D | -15.6% | +0.7% | -16.3% | -15.0% |
| 30D | +4.8% | +0.3% | +4.4% | +5.4% |
| 3M | -21.6% | +0.6% | -22.2% | -17.3% |
| 6M | -99.3% | -15.6% | -83.8% | -99.4% |
| YTD | -99.5% | +0.9% | -100.4% | -99.5% |
| 1Y | -99.8% | +19.4% | -119.2% | -99.7% |
| 3Y | -100.0% | +124.5% | -224.4% | -100.0% |
| All | -100.0% | +124.1% | -224.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling