-100.0%
SOXS vs SPGI
+1,682.9%
-1,782.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.6% | -8.6% | -12.8% |
| 7D | -7.0% | +0.1% | -7.1% | -7.3% |
| 30D | +2.8% | +8.4% | -5.6% | +15.6% |
| 3M | -9.8% | +11.8% | -21.7% | -5.1% |
| 6M | -99.2% | +5.7% | -104.9% | -99.5% |
| YTD | -99.5% | -9.7% | -89.8% | -99.8% |
| 1Y | -99.8% | -12.5% | -87.3% | -99.9% |
| 3Y | -100.0% | +21.8% | -121.8% | -100.0% |
| 5Y | -100.0% | +8.2% | -108.2% | -100.0% |
| 10Y | -100.0% | +309.5% | -409.5% | -100.0% |
| All | -100.0% | +1,682.9% | -1,782.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling