-100.0%
SOXS vs GPN
-44.5%
-55.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -4.7% | -4.3% | -0.4% | -9.5% |
| 30D | +7.7% | 0.0% | +7.7% | +7.4% |
| 3M | -10.2% | +35.8% | -46.0% | +22.2% |
| 6M | -99.2% | +22.0% | -121.2% | -99.0% |
| YTD | -99.5% | +15.2% | -114.7% | -99.5% |
| 1Y | -99.8% | +3.5% | -103.2% | -99.8% |
| 3Y | -100.0% | -26.9% | -73.0% | -100.0% |
| All | -100.0% | -44.5% | -55.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling