-100.0%
SOXS vs SPYG
+1,057.7%
-1,157.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.8% | +8.9% | +4.6% |
| 7D | -9.4% | -1.8% | -7.6% | -16.0% |
| 30D | +6.2% | -1.9% | +8.1% | -0.7% |
| 3M | -28.0% | +5.2% | -33.2% | +9.7% |
| 6M | -99.2% | +15.6% | -114.7% | -96.0% |
| YTD | -99.5% | +12.4% | -111.9% | -97.6% |
| 1Y | -99.7% | +17.5% | -117.2% | -98.4% |
| 3Y | -100.0% | +98.1% | -198.1% | -97.4% |
| 5Y | -100.0% | +84.9% | -184.9% | -98.9% |
| 10Y | -100.0% | +417.7% | -517.7% | -99.8% |
| All | -100.0% | +1,057.7% | -1,157.7% | -99.9% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling