-100.0%
SOXS vs C
+299.1%
-399.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -0.7% |
| 7D | -16.6% | +2.6% | -19.1% | -13.2% |
| 30D | -4.4% | +1.9% | -6.3% | -1.2% |
| 3M | -26.2% | +2.8% | -29.0% | -16.7% |
| 6M | -99.3% | +30.6% | -129.8% | -98.2% |
| YTD | -99.5% | +19.9% | -119.4% | -99.0% |
| 1Y | -99.8% | +44.6% | -144.3% | -99.3% |
| 3Y | -100.0% | +272.1% | -372.1% | -99.7% |
| 5Y | -100.0% | +132.0% | -232.0% | -100.0% |
| All | -100.0% | +299.1% | -399.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling