-91.6%
SOXS vs SPYG
+10.8%
-102.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +16.2% |
| 7D | +46.7% | -2.8% | +49.4% | +27.3% |
| 30D | +97.0% | -6.2% | +103.1% | +46.7% |
| 3M | +39.5% | -3.6% | +43.1% | +28.2% |
| 6M | -54.9% | +4.8% | -59.7% | -8.6% |
| YTD | -90.4% | +11.0% | -101.4% | -69.8% |
| 1Y | -91.6% | +11.2% | -102.9% | -71.6% |
| All | -91.6% | +10.8% | -102.5% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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