-100.0%
SOXS vs GRMN
+80.9%
-180.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.8% | -9.4% | -0.2% |
| 7D | -4.7% | +2.0% | -6.8% | -1.8% |
| 30D | +7.7% | -8.8% | +16.5% | -4.1% |
| 3M | -10.2% | +19.0% | -29.2% | +11.7% |
| 6M | -99.2% | +20.7% | -119.9% | -99.2% |
| YTD | -99.5% | +40.5% | -140.0% | -99.3% |
| 1Y | -99.8% | +19.1% | -118.9% | -99.7% |
| 3Y | -100.0% | +182.7% | -282.7% | -99.9% |
| All | -100.0% | +80.9% | -180.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling