-99.8%
SOXS vs SPGI
-12.7%
-87.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.6% | -8.6% | -8.5% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | +2.8% | +8.4% | -5.6% | -5.5% |
| 3M | -9.8% | +11.8% | -21.7% | -16.9% |
| 6M | -99.2% | +5.7% | -104.9% | -99.2% |
| YTD | -99.5% | -9.7% | -89.8% | -99.5% |
| 1Y | -99.8% | -12.5% | -87.3% | -99.8% |
| All | -99.8% | -12.7% | -87.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling