-100.0%
SOXS vs GLD
+275.7%
-375.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.8% | -9.4% | -10.6% |
| 7D | -7.0% | -0.5% | -6.5% | -7.2% |
| 30D | +2.8% | +4.4% | -1.6% | +5.2% |
| 3M | -9.8% | -1.1% | -8.8% | -7.8% |
| 6M | -99.2% | -13.8% | -85.4% | -99.2% |
| YTD | -99.5% | +2.6% | -102.1% | -99.5% |
| 1Y | -99.8% | +24.5% | -124.3% | -99.8% |
| 3Y | -100.0% | +125.8% | -225.8% | -100.0% |
| 5Y | -100.0% | +137.8% | -237.8% | -100.0% |
| 10Y | -100.0% | +221.4% | -321.4% | -100.0% |
| All | -100.0% | +275.7% | -375.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling