-100.0%
SOXS vs SPGI
+333.9%
-433.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.1% | +10.0% | +12.9% |
| 7D | -28.4% | +1.2% | -29.7% | -26.7% |
| 30D | +19.4% | +15.9% | +3.5% | +50.5% |
| 3M | +28.2% | +12.3% | +15.9% | +47.4% |
| 6M | -37.7% | +23.7% | -61.4% | -26.3% |
| YTD | -91.6% | -3.5% | -88.1% | -94.4% |
| 1Y | -93.1% | +0.4% | -93.5% | -95.0% |
| 3Y | -99.7% | +29.9% | -129.6% | -99.5% |
| 5Y | -99.9% | +15.2% | -115.1% | -99.8% |
| All | -100.0% | +333.9% | -433.9% | -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