-100.0%
SOXS vs SGI
+45.9%
-145.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.1% | +11.2% | +3.8% |
| 7D | -9.4% | -4.9% | -4.5% | -15.3% |
| 30D | +6.2% | +1.6% | +4.6% | +8.1% |
| 3M | -28.0% | -3.2% | -24.9% | -28.2% |
| 6M | -99.2% | -16.0% | -83.1% | -98.5% |
| YTD | -99.5% | -25.4% | -74.1% | -99.2% |
| 1Y | -99.7% | -21.6% | -78.2% | -99.6% |
| 3Y | -100.0% | +52.9% | -152.8% | -99.9% |
| 5Y | -100.0% | +47.5% | -147.5% | -100.0% |
| All | -100.0% | +45.9% | -145.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling