-100.0%
SOXS vs C
+328.6%
-428.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | 0.0% | +11.1% | +11.0% |
| 7D | -28.4% | +4.2% | -32.6% | -22.8% |
| 30D | +19.4% | +2.0% | +17.4% | +28.5% |
| 3M | +28.2% | -10.1% | +38.3% | +15.1% |
| 6M | -37.7% | +1.0% | -38.7% | -26.7% |
| YTD | -91.6% | +8.5% | -100.1% | -88.2% |
| 1Y | -93.1% | +25.7% | -118.8% | -87.6% |
| 3Y | -99.7% | +216.0% | -315.7% | -96.8% |
| 5Y | -99.9% | +112.3% | -212.2% | -99.3% |
| 10Y | -100.0% | +217.8% | -317.8% | -100.0% |
| All | -100.0% | +328.6% | -428.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling