-87.2%
SOXS vs GRAB
-40.2%
-47.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | +3.6% | +35.6% | +41.5% |
| 7D | +94.9% | +26.1% | +68.8% | +131.0% |
| 30D | +174.1% | +13.4% | +160.8% | +194.9% |
| 3M | +82.4% | -7.0% | +89.4% | +62.9% |
| 6M | -27.7% | -5.4% | -22.3% | -30.6% |
| YTD | -86.6% | -30.3% | -56.4% | -90.7% |
| 1Y | -87.2% | -38.3% | -48.9% | -92.4% |
| All | -87.2% | -40.2% | -47.0% | -92.4% |
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