-100.0%
SOXS vs GS
+640.6%
-740.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -3.3% |
| 7D | -16.6% | +2.4% | -19.0% | -12.7% |
| 30D | -4.4% | -0.1% | -4.3% | -3.9% |
| 3M | -26.2% | +0.2% | -26.4% | -15.2% |
| 6M | -99.3% | +24.8% | -124.1% | -98.7% |
| YTD | -99.5% | +18.8% | -118.3% | -99.2% |
| 1Y | -99.8% | +37.3% | -137.1% | -99.5% |
| 3Y | -100.0% | +237.9% | -337.9% | -99.6% |
| 5Y | -100.0% | +187.0% | -287.0% | -99.9% |
| 10Y | -100.0% | +650.5% | -750.5% | -100.0% |
| All | -100.0% | +640.6% | -740.6% | -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