-100.0%
SOXS vs GRAB
-74.3%
-25.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -4.8% |
| 7D | -4.7% | -10.8% | +6.1% | -10.7% |
| 30D | +7.7% | -15.5% | +23.2% | -1.7% |
| 3M | -10.2% | -9.0% | -1.2% | -13.7% |
| 6M | -99.2% | -21.6% | -77.6% | -99.1% |
| YTD | -99.5% | -38.9% | -60.6% | -99.5% |
| 1Y | -99.8% | -44.8% | -54.9% | -99.8% |
| 3Y | -100.0% | -18.4% | -81.5% | -100.0% |
| 5Y | -100.0% | -71.6% | -28.4% | -100.0% |
| All | -100.0% | -74.3% | -25.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling