-100.0%
SOXS vs GTLB
-50.8%
-49.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -2.9% |
| 7D | -16.6% | -6.6% | -10.0% | -19.8% |
| 30D | -4.4% | +13.7% | -18.1% | +3.2% |
| 3M | -26.2% | +52.9% | -79.1% | -6.2% |
| 6M | -99.3% | +88.5% | -187.7% | -98.9% |
| YTD | -99.5% | +23.4% | -123.0% | -99.5% |
| 1Y | -99.8% | -3.8% | -96.0% | -99.8% |
| 3Y | -100.0% | -11.5% | -88.5% | -100.0% |
| All | -100.0% | -50.8% | -49.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling