-100.0%
SOXS vs SPG
+445.3%
-545.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -5.7% |
| 7D | -16.6% | -2.7% | -13.9% | -19.1% |
| 30D | -4.4% | -7.3% | +2.9% | -12.2% |
| 3M | -26.2% | -3.5% | -22.8% | -31.1% |
| 6M | -99.3% | +8.5% | -107.7% | -99.0% |
| YTD | -99.5% | +13.0% | -112.5% | -99.3% |
| 1Y | -99.8% | +18.0% | -117.8% | -99.7% |
| 3Y | -100.0% | +104.5% | -204.5% | -99.9% |
| 5Y | -100.0% | +102.0% | -202.0% | -100.0% |
| 10Y | -100.0% | +61.9% | -161.9% | -100.0% |
| All | -100.0% | +445.3% | -545.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling