-100.0%
SOXS vs SGOV
+20.3%
-120.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.9% |
| 7D | -4.7% | 0.0% | -4.8% | -5.6% |
| 30D | +7.7% | +0.3% | +7.4% | +2.3% |
| 3M | -10.2% | +0.9% | -11.1% | -21.7% |
| 6M | -99.2% | +1.8% | -101.1% | -99.4% |
| YTD | -99.5% | +2.5% | -102.1% | -99.6% |
| 1Y | -99.8% | +3.8% | -103.5% | -99.8% |
| 3Y | -100.0% | +14.4% | -114.4% | -100.0% |
| 5Y | -100.0% | +20.2% | -120.2% | -100.0% |
| All | -100.0% | +20.3% | -120.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling