-100.0%
SOXS vs GRMN
+1,238.5%
-1,338.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -5.6% |
| 7D | -15.6% | +0.2% | -15.8% | -15.4% |
| 30D | +4.8% | -11.3% | +16.1% | -11.4% |
| 3M | -21.6% | +17.7% | -39.3% | -1.9% |
| 6M | -99.3% | +14.2% | -113.5% | -99.4% |
| YTD | -99.5% | +37.0% | -136.6% | -99.4% |
| 1Y | -99.8% | +17.0% | -116.8% | -99.8% |
| 3Y | -100.0% | +183.2% | -283.2% | -99.9% |
| 5Y | -100.0% | +77.3% | -177.3% | -100.0% |
| 10Y | -100.0% | +630.9% | -730.9% | -100.0% |
| All | -100.0% | +1,238.5% | -1,338.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling