-100.0%
SOXS vs SPYG
+98.4%
-198.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -1.5% |
| 7D | -4.7% | -0.9% | -3.9% | -8.7% |
| 30D | +7.7% | -1.5% | +9.2% | +1.3% |
| 3M | -10.2% | +3.7% | -13.9% | +33.8% |
| 6M | -99.2% | +16.4% | -115.6% | -95.0% |
| YTD | -99.5% | +13.3% | -112.9% | -97.2% |
| 1Y | -99.8% | +17.9% | -117.6% | -98.0% |
| 3Y | -100.0% | +98.3% | -198.3% | -95.4% |
| All | -100.0% | +98.4% | -198.4% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling