-100.0%
SOXS vs SPG
+451.1%
-551.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -4.6% |
| 7D | -16.6% | -1.7% | -14.9% | -18.2% |
| 30D | -4.4% | -6.3% | +1.9% | -11.1% |
| 3M | -26.2% | -2.4% | -23.8% | -30.3% |
| 6M | -99.3% | +9.6% | -108.9% | -99.0% |
| YTD | -99.5% | +14.2% | -113.7% | -99.3% |
| 1Y | -99.8% | +19.3% | -119.1% | -99.7% |
| 3Y | -100.0% | +106.7% | -206.7% | -99.9% |
| 5Y | -100.0% | +104.2% | -204.2% | -100.0% |
| 10Y | -100.0% | +63.7% | -163.7% | -100.0% |
| All | -100.0% | +451.1% | -551.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded SPG 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling