-100.0%
SOXS vs C
+328.8%
-428.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.7% |
| 7D | -43.7% | +4.7% | -48.4% | -38.7% |
| 30D | +22.2% | +0.2% | +22.0% | +28.4% |
| 3M | +13.0% | -9.3% | +22.3% | +2.9% |
| 6M | -47.7% | -0.8% | -46.8% | -40.2% |
| YTD | -92.5% | +8.5% | -101.0% | -89.4% |
| 1Y | -93.1% | +23.1% | -116.2% | -88.1% |
| 3Y | -99.7% | +220.8% | -320.5% | -97.0% |
| 5Y | -99.9% | +112.4% | -212.3% | -99.4% |
| 10Y | -100.0% | +217.9% | -317.9% | -100.0% |
| All | -100.0% | +328.8% | -428.8% | -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