-26.2%
SOXS vs GME
-10.7%
-15.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -3.0% |
| 7D | -16.6% | +4.8% | -21.4% | -17.4% |
| 30D | -4.4% | +5.9% | -10.2% | -4.9% |
| 3M | -26.2% | -10.7% | -15.5% | -17.4% |
| All | -26.2% | -10.7% | -15.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3mo: compounded portfolio wealth divided by compounded GME 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…
3mo analysis · Full analysis span regression · Available span rolling