-91.5%
SOXS vs GS
+16.1%
-107.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +4.7% | -26.9% | -10.4% |
| 7D | -5.1% | +0.8% | -5.9% | +2.5% |
| 30D | +60.4% | +1.2% | +59.1% | +81.0% |
| 3M | +32.7% | -12.4% | +45.1% | +9.2% |
| 6M | -36.2% | -2.3% | -33.8% | -19.9% |
| YTD | -90.9% | +4.6% | -95.5% | -83.7% |
| All | -91.5% | +16.1% | -107.6% | -79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling