-99.8%
SOXS vs GS
+41.7%
-141.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -3.6% |
| 7D | -16.6% | +2.4% | -19.0% | -12.0% |
| 30D | -4.4% | -0.1% | -4.3% | -4.2% |
| 3M | -26.2% | +0.2% | -26.4% | -14.2% |
| 6M | -99.3% | +24.8% | -124.1% | -98.6% |
| YTD | -99.5% | +18.8% | -118.3% | -99.1% |
| 1Y | -99.8% | +37.3% | -137.1% | -99.4% |
| All | -99.8% | +41.7% | -141.5% | -99.4% |
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