-99.8%
SOXS vs SGI
-17.2%
-82.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.5% | -10.7% | -9.6% |
| 7D | -7.0% | +8.5% | -15.5% | +2.1% |
| 30D | +2.8% | +0.7% | +2.1% | +2.4% |
| 3M | -9.8% | +0.6% | -10.5% | -5.8% |
| 6M | -99.2% | -17.9% | -81.2% | -98.4% |
| YTD | -99.5% | -21.2% | -78.3% | -99.1% |
| 1Y | -99.8% | -18.9% | -80.9% | -99.6% |
| All | -99.8% | -17.2% | -82.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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