-100.0%
SOXS vs GME
+547.8%
-647.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -1.1% |
| 7D | -16.6% | +4.8% | -21.4% | -15.9% |
| 30D | -4.4% | +5.9% | -10.2% | -3.4% |
| 3M | -26.2% | -10.7% | -15.5% | -27.4% |
| 6M | -99.3% | -19.8% | -79.5% | -99.3% |
| YTD | -99.5% | -0.9% | -98.6% | -99.5% |
| 1Y | -99.8% | -15.7% | -84.1% | -99.8% |
| 3Y | -100.0% | +12.3% | -112.3% | -100.0% |
| 5Y | -100.0% | -60.1% | -39.9% | -100.0% |
| 10Y | -100.0% | +265.3% | -365.3% | -100.0% |
| All | -100.0% | +547.8% | -647.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling