-100.0%
SOXS vs GM
+232.1%
-332.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.8% | +5.3% | +11.8% |
| 7D | -9.4% | -1.1% | -8.4% | -11.0% |
| 30D | +6.2% | -3.4% | +9.6% | +0.5% |
| 3M | -28.0% | +8.7% | -36.7% | -18.1% |
| 6M | -99.2% | +15.4% | -114.6% | -98.6% |
| YTD | -99.5% | +6.6% | -106.1% | -99.2% |
| 1Y | -99.7% | +51.5% | -151.2% | -99.4% |
| 3Y | -100.0% | +169.3% | -269.3% | -99.9% |
| 5Y | -100.0% | +81.6% | -181.5% | -100.0% |
| 10Y | -100.0% | +240.7% | -340.7% | -100.0% |
| All | -100.0% | +232.1% | -332.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling