-99.7%
SOXS vs GLD
+104.6%
-204.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | -3.0% |
| 7D | +3.2% | +2.8% | +0.4% | +6.8% |
| 30D | +61.0% | -4.0% | +64.9% | +55.3% |
| 3M | +24.0% | -8.2% | +32.2% | +14.6% |
| 6M | -35.9% | -14.8% | -21.1% | -41.6% |
| YTD | -90.9% | -6.8% | -84.1% | -90.6% |
| 1Y | -91.5% | -2.4% | -89.1% | -90.8% |
| 3Y | -99.7% | +105.8% | -205.4% | -99.1% |
| All | -99.7% | +104.6% | -204.3% | -99.1% |
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