-100.0%
SOXS vs SPGI
+19.0%
-119.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -6.2% |
| 7D | -15.6% | -2.5% | -13.1% | -16.5% |
| 30D | +4.8% | +5.4% | -0.7% | +7.1% |
| 3M | -21.6% | +9.0% | -30.7% | -20.6% |
| 6M | -99.3% | +0.8% | -100.1% | -99.5% |
| YTD | -99.5% | -12.6% | -87.0% | -99.7% |
| 1Y | -99.8% | -16.1% | -83.6% | -99.9% |
| All | -100.0% | +19.0% | -119.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling