-99.7%
SOXS vs GLW
+124.9%
-224.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.2% | +11.3% | +3.6% |
| 7D | -9.4% | +11.7% | -21.1% | +7.6% |
| 30D | +6.2% | +2.7% | +3.5% | +15.1% |
| 3M | -28.0% | -2.8% | -25.2% | +3.4% |
| 6M | -99.2% | +20.2% | -119.3% | -97.6% |
| YTD | -99.5% | +87.3% | -186.8% | -96.8% |
| 1Y | -99.7% | +119.6% | -219.3% | -97.6% |
| All | -99.7% | +124.9% | -224.6% | -97.6% |
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