-87.2%
SOXS vs SCHG
+0.2%
-87.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -5.5% | +44.7% | +9.1% |
| 7D | +94.9% | -6.8% | +101.7% | +45.2% |
| 30D | +174.1% | -11.2% | +185.3% | +68.7% |
| 3M | +82.4% | -7.4% | +89.8% | +40.9% |
| 6M | -27.7% | -1.0% | -26.7% | -6.7% |
| YTD | -86.6% | +0.9% | -87.5% | -78.6% |
| 1Y | -87.2% | -0.2% | -87.0% | -79.3% |
| All | -87.2% | +0.2% | -87.3% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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