-100.0%
SOXS vs GLW
+844.8%
-944.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.2% | +11.3% | +2.3% |
| 7D | -9.4% | +11.7% | -21.1% | +12.6% |
| 30D | +6.2% | +2.7% | +3.5% | +16.5% |
| 3M | -28.0% | -2.8% | -25.2% | +7.0% |
| 6M | -99.2% | +20.2% | -119.3% | -96.7% |
| YTD | -99.5% | +87.3% | -186.8% | -94.6% |
| 1Y | -99.7% | +119.6% | -219.3% | -95.8% |
| 3Y | -100.0% | +453.7% | -553.7% | -96.3% |
| 5Y | -100.0% | +376.1% | -476.1% | -99.2% |
| All | -100.0% | +844.8% | -944.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling