-100.0%
SOXS vs SPGI
+291.9%
-391.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.9% | +10.0% | +4.8% |
| 7D | -9.4% | -8.9% | -0.5% | -23.3% |
| 30D | +6.2% | +0.6% | +5.5% | +5.3% |
| 3M | -28.0% | +2.0% | -30.0% | -34.9% |
| 6M | -99.2% | +0.1% | -99.3% | -99.6% |
| YTD | -99.5% | -16.4% | -83.1% | -99.8% |
| 1Y | -99.7% | -18.9% | -80.8% | -99.9% |
| 3Y | -100.0% | +13.8% | -113.7% | -100.0% |
| 5Y | -100.0% | +0.5% | -100.5% | -100.0% |
| All | -100.0% | +291.9% | -391.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling