-100.0%
SOXS vs GM
+166.7%
-266.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -6.2% |
| 7D | -4.7% | -2.4% | -2.3% | -7.5% |
| 30D | +7.7% | -1.1% | +8.8% | +6.0% |
| 3M | -10.2% | +6.1% | -16.3% | -2.7% |
| 6M | -99.2% | +15.0% | -114.2% | -98.8% |
| YTD | -99.5% | +6.0% | -105.5% | -99.3% |
| 1Y | -99.8% | +47.1% | -146.9% | -99.5% |
| 3Y | -100.0% | +170.5% | -270.5% | -99.9% |
| All | -100.0% | +166.7% | -266.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling