-91.6%
SOXS vs CAG
-6.8%
-84.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.0% | +2.8% | -0.9% |
| 7D | +46.7% | +9.7% | +37.0% | +28.3% |
| 30D | +97.0% | +15.8% | +81.2% | +64.2% |
| 3M | +39.5% | +1.8% | +37.7% | +38.3% |
| 6M | -54.9% | +11.5% | -66.4% | -60.1% |
| YTD | -90.4% | -6.7% | -83.7% | -90.2% |
| 1Y | -91.6% | -5.6% | -86.0% | -91.4% |
| All | -91.6% | -6.8% | -84.8% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling