-100.0%
SOXS vs GTLB
-49.8%
-50.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.1% | +6.0% | +9.3% |
| 7D | -9.4% | -4.1% | -5.3% | -11.7% |
| 30D | +6.2% | +12.3% | -6.2% | +13.5% |
| 3M | -28.0% | +65.9% | -93.9% | -4.4% |
| 6M | -99.2% | +104.0% | -203.1% | -98.8% |
| YTD | -99.5% | +26.0% | -125.5% | -99.4% |
| 1Y | -99.7% | -3.5% | -96.3% | -99.8% |
| 3Y | -100.0% | -9.6% | -90.3% | -100.0% |
| All | -100.0% | -49.8% | -50.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling