-99.7%
SOXS vs GLW
+341.0%
-440.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.3% | +15.4% | +4.0% |
| 7D | -28.4% | +7.7% | -36.2% | -14.2% |
| 30D | +19.4% | -18.8% | +38.3% | +3.8% |
| 3M | +28.2% | -27.7% | +55.9% | +5.4% |
| 6M | -37.7% | -44.4% | +6.7% | -43.7% |
| YTD | -91.6% | +31.3% | -122.9% | -56.7% |
| 1Y | -93.1% | +40.0% | -133.1% | -56.9% |
| 3Y | -99.7% | +339.2% | -438.9% | -71.9% |
| All | -99.7% | +341.0% | -440.7% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling