-100.0%
SOXS vs GLW
+1,230.4%
-1,330.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.6% | -12.4% | +8.1% |
| 7D | -15.6% | +14.0% | -29.6% | +7.0% |
| 30D | +4.8% | +0.4% | +4.4% | +10.3% |
| 3M | -21.6% | -11.3% | -10.3% | -1.3% |
| 6M | -99.3% | +35.1% | -134.4% | -96.9% |
| YTD | -99.5% | +90.5% | -190.1% | -95.5% |
| 1Y | -99.8% | +132.0% | -231.8% | -96.6% |
| 3Y | -100.0% | +463.3% | -563.3% | -97.7% |
| 5Y | -100.0% | +382.5% | -482.5% | -99.5% |
| 10Y | -100.0% | +837.6% | -937.6% | -100.0% |
| All | -100.0% | +1,230.4% | -1,330.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling