-100.0%
SOXS vs GLW
+391.0%
-491.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | +0.7% |
| 7D | -16.6% | +16.9% | -33.5% | +10.7% |
| 30D | -4.4% | +7.0% | -11.3% | +12.1% |
| 3M | -26.2% | -3.0% | -23.3% | +9.8% |
| 6M | -99.3% | +31.0% | -130.2% | -96.6% |
| YTD | -99.5% | +93.4% | -192.9% | -94.7% |
| 1Y | -99.8% | +134.7% | -234.5% | -95.6% |
| 3Y | -100.0% | +471.8% | -571.8% | -95.6% |
| 5Y | -100.0% | +394.5% | -494.5% | -99.0% |
| All | -100.0% | +391.0% | -491.0% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling