-100.0%
SOXS vs GS
+502.4%
-602.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +4.7% | -26.9% | -13.0% |
| 7D | -5.1% | +0.8% | -5.9% | +1.4% |
| 30D | +60.4% | +1.2% | +59.1% | +78.1% |
| 3M | +32.7% | -12.4% | +45.1% | +14.0% |
| 6M | -36.2% | -2.3% | -33.8% | -19.8% |
| YTD | -90.9% | +4.6% | -95.5% | -85.2% |
| 1Y | -92.2% | +17.5% | -109.7% | -83.4% |
| 3Y | -99.7% | +202.0% | -301.7% | -93.5% |
| 5Y | -99.9% | +152.4% | -252.3% | -97.9% |
| 10Y | -100.0% | +478.5% | -578.5% | -100.0% |
| All | -100.0% | +502.4% | -602.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling