-99.8%
SOXS vs GRAB
-30.1%
-69.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | 0.0% | -10.2% | -10.2% |
| 7D | -7.0% | -5.3% | -1.7% | -12.6% |
| 30D | +2.8% | -8.6% | +11.4% | -7.6% |
| 3M | -9.8% | -1.2% | -8.7% | -5.8% |
| 6M | -99.2% | -16.6% | -82.6% | -98.9% |
| YTD | -99.5% | -31.5% | -68.0% | -99.4% |
| 1Y | -99.8% | -32.3% | -67.5% | -99.8% |
| All | -99.8% | -30.1% | -69.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 1y: compounded portfolio wealth divided by compounded GRAB 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…
1y analysis · Full analysis span regression · 6 months rolling