-100.0%
SOXS vs GS
+577.5%
-677.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.4% | -12.3% | -13.3% |
| 7D | +36.2% | -3.2% | +39.4% | +31.5% |
| 30D | +131.5% | -2.4% | +133.9% | +134.0% |
| 3M | +60.5% | -15.7% | +76.2% | +27.5% |
| 6M | -25.9% | -6.8% | -19.1% | -16.5% |
| YTD | -88.3% | -0.1% | -88.2% | -83.2% |
| 1Y | -89.6% | +12.1% | -101.7% | -81.0% |
| 3Y | -99.6% | +185.8% | -285.4% | -93.8% |
| 5Y | -99.9% | +140.1% | -240.0% | -98.0% |
| 10Y | -100.0% | +505.2% | -605.2% | -100.0% |
| All | -100.0% | +577.5% | -677.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling