-91.6%
SOXS vs SPGI
+3.2%
-94.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.4% | +4.8% |
| 7D | +46.7% | +7.2% | +39.5% | +36.6% |
| 30D | +97.0% | +23.2% | +73.7% | +59.5% |
| 3M | +39.5% | +17.0% | +22.5% | +19.8% |
| 6M | -54.9% | +20.4% | -75.4% | -61.4% |
| YTD | -90.4% | -1.9% | -88.5% | -92.4% |
| 1Y | -91.6% | +2.9% | -94.5% | -93.8% |
| All | -91.6% | +3.2% | -94.8% | -93.8% |
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