-91.6%
SOXS vs GM
+37.1%
-128.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.6% | +4.1% | +12.4% |
| 7D | +46.7% | +12.1% | +34.6% | +59.8% |
| 30D | +97.0% | +15.2% | +81.8% | +121.6% |
| 3M | +39.5% | +4.9% | +34.7% | +40.6% |
| 6M | -54.9% | +22.6% | -77.6% | -39.9% |
| YTD | -90.4% | +14.4% | -104.8% | -86.8% |
| 1Y | -91.6% | +39.4% | -131.1% | -83.5% |
| All | -91.6% | +37.1% | -128.7% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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