-100.0%
SOXS vs SPG
+106.6%
-206.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.2% |
| 7D | -9.4% | -2.2% | -7.2% | -12.2% |
| 30D | +6.2% | -5.8% | +11.9% | -2.4% |
| 3M | -28.0% | -2.8% | -25.2% | -32.6% |
| 6M | -99.2% | +8.9% | -108.1% | -98.7% |
| YTD | -99.5% | +14.3% | -113.8% | -99.1% |
| 1Y | -99.7% | +19.5% | -119.2% | -99.5% |
| All | -100.0% | +106.6% | -206.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling