-99.8%
SOXS vs GLW
+123.7%
-223.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +5.7% | -15.9% | -2.1% |
| 7D | -7.0% | +3.8% | -10.8% | -1.0% |
| 30D | +2.8% | -1.3% | +4.1% | +5.5% |
| 3M | -9.8% | -21.8% | +12.0% | +1.4% |
| 6M | -99.2% | +6.9% | -106.1% | -97.9% |
| YTD | -99.5% | +77.2% | -176.7% | -97.1% |
| 1Y | -99.8% | +123.2% | -223.0% | -98.1% |
| All | -99.8% | +123.7% | -223.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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