-91.6%
SOXS vs GSK
+14.9%
-106.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.0% | +3.7% | +4.4% |
| 7D | +46.7% | +4.9% | +41.7% | +41.2% |
| 30D | +97.0% | +9.9% | +87.1% | +85.7% |
| 3M | +39.5% | +0.2% | +39.4% | +38.2% |
| 6M | -54.9% | +2.3% | -57.3% | -54.8% |
| YTD | -90.4% | +7.1% | -97.4% | -90.6% |
| 1Y | -91.6% | +13.1% | -104.8% | -91.6% |
| All | -91.6% | +14.9% | -106.6% | -91.6% |
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