-100.0%
SOXS vs SCHG
+459.0%
-559.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.4% | -2.2% |
| 7D | -4.7% | -1.0% | -3.7% | -8.6% |
| 30D | +7.7% | -1.3% | +9.0% | +2.3% |
| 3M | -10.2% | +5.4% | -15.6% | +20.2% |
| 6M | -99.2% | +14.4% | -113.6% | -97.6% |
| YTD | -99.5% | +8.0% | -107.6% | -98.8% |
| 1Y | -99.8% | +12.7% | -112.5% | -99.2% |
| 3Y | -100.0% | +85.6% | -185.6% | -98.9% |
| 5Y | -100.0% | +85.5% | -185.5% | -99.4% |
| All | -100.0% | +459.0% | -559.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling