+2,514.3%
SOXX vs GS
+1,650.6%
+863.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +2.2% | +0.9% | +1.3% | +1.6% |
| 30D | -2.0% | -1.6% | -0.5% | -1.3% |
| 3M | -13.7% | -4.5% | -9.2% | -11.2% |
| 6M | +52.4% | +20.9% | +31.5% | +37.9% |
| YTD | +72.8% | +19.9% | +52.9% | +56.6% |
| 1Y | +113.9% | +41.4% | +72.5% | +77.1% |
| 3Y | +210.7% | +239.2% | -28.4% | +60.1% |
| 5Y | +244.6% | +185.0% | +59.6% | +94.3% |
| 10Y | +1,468.0% | +655.0% | +813.1% | +407.0% |
| All | +2,514.3% | +1,650.6% | +863.7% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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