-91.6%
SOXS vs GRMN
+40.7%
-132.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.5% | +2.2% | +12.7% |
| 7D | +46.7% | +6.1% | +40.6% | +51.6% |
| 30D | +97.0% | +1.3% | +95.7% | +97.1% |
| 3M | +39.5% | -5.6% | +45.1% | +34.7% |
| 6M | -54.9% | +22.2% | -77.1% | -44.7% |
| YTD | -90.4% | +44.3% | -134.7% | -83.6% |
| 1Y | -91.6% | +43.1% | -134.7% | -86.2% |
| All | -91.6% | +40.7% | -132.3% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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