-100.0%
SOXS vs SGI
+856.8%
-956.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -5.3% |
| 7D | -15.6% | +9.3% | -24.9% | -8.9% |
| 30D | +4.8% | +6.9% | -2.1% | +10.8% |
| 3M | -21.6% | +2.8% | -24.5% | -16.9% |
| 6M | -99.3% | -12.6% | -86.7% | -98.9% |
| YTD | -99.5% | -21.5% | -78.0% | -99.3% |
| 1Y | -99.8% | -18.8% | -81.0% | -99.7% |
| 3Y | -100.0% | +60.8% | -160.8% | -99.9% |
| 5Y | -100.0% | +60.0% | -160.0% | -100.0% |
| 10Y | -100.0% | +267.8% | -367.8% | -100.0% |
| All | -100.0% | +856.8% | -956.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling