-100.0%
SOXS vs GME
+18.5%
-118.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.3% | -5.0% |
| 7D | -4.7% | +10.4% | -15.1% | -3.3% |
| 30D | +7.7% | +14.1% | -6.3% | +10.1% |
| 3M | -10.2% | -4.6% | -5.5% | -10.6% |
| 6M | -99.2% | -13.5% | -85.7% | -99.2% |
| YTD | -99.5% | +5.3% | -104.8% | -99.5% |
| 1Y | -99.8% | -14.9% | -84.9% | -99.8% |
| 3Y | -100.0% | +24.3% | -124.2% | -100.0% |
| All | -100.0% | +18.5% | -118.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling