-100.0%
SOXS vs SGI
+270.1%
-370.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -4.6% |
| 7D | -4.7% | -4.5% | -0.3% | -8.7% |
| 30D | +7.7% | +4.2% | +3.6% | +12.3% |
| 3M | -10.2% | -7.4% | -2.7% | -14.9% |
| 6M | -99.2% | -15.1% | -84.1% | -98.7% |
| YTD | -99.5% | -24.7% | -74.8% | -99.3% |
| 1Y | -99.8% | -21.8% | -78.0% | -99.6% |
| 3Y | -100.0% | +50.0% | -150.0% | -99.9% |
| 5Y | -100.0% | +48.9% | -148.9% | -100.0% |
| All | -100.0% | +270.1% | -370.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling