+2,239.8%
SOXX vs GS
+1,439.9%
+799.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.5% |
| 7D | +17.5% | +5.1% | +12.4% | +14.4% |
| 30D | -14.5% | +2.4% | -16.9% | -15.2% |
| 3M | -14.9% | -11.5% | -3.4% | -8.6% |
| 6M | -9.8% | -2.5% | -7.3% | -7.9% |
| YTD | +54.7% | +5.5% | +49.2% | +51.1% |
| 1Y | +55.7% | +11.0% | +44.6% | +48.0% |
| 3Y | +186.8% | +200.1% | -13.3% | +59.1% |
| 5Y | +176.7% | +154.7% | +22.0% | +67.0% |
| 10Y | +1,252.6% | +450.9% | +801.7% | +419.8% |
| All | +2,239.8% | +1,439.9% | +799.9% | +177.2% |
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