-91.6%
SOXS vs SGOV
+3.1%
-94.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.7% |
| 7D | +46.7% | -0.2% | +46.9% | +46.1% |
| 30D | +97.0% | 0.0% | +97.0% | +78.8% |
| 3M | +39.5% | +0.3% | +39.2% | -37.1% |
| 6M | -54.9% | +1.2% | -56.2% | -91.5% |
| YTD | -90.4% | +2.5% | -92.9% | -99.0% |
| 1Y | -91.6% | +3.1% | -94.7% | -99.0% |
| All | -91.6% | +3.1% | -94.7% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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