-100.0%
SOXS vs SPYG
+1,067.6%
-1,167.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -3.4% |
| 7D | -16.6% | +0.3% | -16.9% | -15.7% |
| 30D | -4.4% | -1.7% | -2.7% | -9.9% |
| 3M | -26.2% | +3.6% | -29.9% | +6.5% |
| 6M | -99.3% | +16.6% | -115.9% | -96.3% |
| YTD | -99.5% | +13.4% | -112.9% | -97.7% |
| 1Y | -99.8% | +19.6% | -119.4% | -98.5% |
| 3Y | -100.0% | +99.8% | -199.7% | -97.5% |
| 5Y | -100.0% | +85.0% | -185.0% | -99.0% |
| 10Y | -100.0% | +422.1% | -522.1% | -99.8% |
| All | -100.0% | +1,067.6% | -1,167.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling