-100.0%
SOXS vs SPG
+103.2%
-203.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -6.1% |
| 7D | -16.6% | -1.7% | -14.9% | -19.1% |
| 30D | -4.4% | -6.3% | +1.9% | -15.0% |
| 3M | -26.2% | -2.4% | -23.8% | -32.6% |
| 6M | -99.3% | +9.6% | -108.9% | -98.8% |
| YTD | -99.5% | +14.2% | -113.7% | -99.2% |
| 1Y | -99.8% | +19.3% | -119.1% | -99.6% |
| 3Y | -100.0% | +106.7% | -206.7% | -99.9% |
| All | -100.0% | +103.2% | -203.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling