-99.7%
SOXS vs SPGI
-20.0%
-79.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.9% | +10.0% | +10.1% |
| 7D | -9.4% | -8.9% | -0.5% | +0.3% |
| 30D | +6.2% | +0.6% | +5.5% | +5.7% |
| 3M | -28.0% | +2.0% | -30.0% | -27.6% |
| 6M | -99.2% | +0.1% | -99.3% | -99.1% |
| YTD | -99.5% | -16.4% | -83.1% | -99.4% |
| 1Y | -99.7% | -18.9% | -80.8% | -99.7% |
| All | -99.7% | -20.0% | -79.7% | -99.7% |
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