+35.7%
SOXS vs C
-5.1%
+40.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | 0.0% | +11.1% | +10.8% |
| 7D | -28.4% | +4.2% | -32.6% | -6.0% |
| 30D | +19.4% | +2.0% | +17.4% | +48.3% |
| All | +35.7% | -5.1% | +40.8% | +53.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling