-100.0%
SOXS vs GNRC
+61.6%
-161.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.9% | -8.5% | -1.6% |
| 7D | -4.7% | -0.2% | -4.6% | -4.5% |
| 30D | +7.7% | -15.7% | +23.5% | -12.6% |
| 3M | -10.2% | -27.3% | +17.2% | -30.0% |
| 6M | -99.2% | -12.1% | -87.2% | -98.8% |
| YTD | -99.5% | +37.1% | -136.6% | -98.7% |
| 1Y | -99.8% | -0.5% | -99.3% | -99.5% |
| 3Y | -100.0% | +61.5% | -161.5% | -99.9% |
| All | -100.0% | +61.6% | -161.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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