-37.7%
SOXS vs GLW
-44.8%
+7.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.3% | +15.4% | +3.7% |
| 7D | -28.4% | +7.7% | -36.2% | -13.7% |
| 30D | +19.4% | -18.8% | +38.3% | +3.9% |
| 3M | +28.2% | -27.7% | +55.9% | +5.8% |
| 6M | -37.7% | -44.4% | +6.7% | -42.6% |
| All | -37.7% | -44.8% | +7.1% | -42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling