-99.8%
SOXS vs GSK
+31.2%
-131.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.9% | -8.3% | -9.4% |
| 7D | -7.0% | -1.8% | -5.2% | -6.2% |
| 30D | +2.8% | -2.2% | +5.0% | +3.7% |
| 3M | -9.8% | -1.8% | -8.0% | -8.2% |
| 6M | -99.2% | -10.6% | -88.6% | -99.2% |
| YTD | -99.5% | +4.4% | -103.9% | -99.5% |
| 1Y | -99.8% | +30.4% | -130.2% | -99.8% |
| All | -99.8% | +31.2% | -131.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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