-100.0%
SOXS vs CAG
+38.8%
-138.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -2.3% |
| 7D | -16.6% | -6.6% | -10.0% | -19.1% |
| 30D | -4.4% | +2.3% | -6.7% | -3.6% |
| 3M | -26.2% | +16.3% | -42.5% | -22.6% |
| 6M | -99.3% | -16.0% | -83.2% | -99.6% |
| YTD | -99.5% | -7.7% | -91.8% | -99.7% |
| 1Y | -99.8% | -16.0% | -83.7% | -99.9% |
| 3Y | -100.0% | -37.7% | -62.3% | -100.0% |
| 5Y | -100.0% | -41.2% | -58.8% | -100.0% |
| 10Y | -100.0% | -33.8% | -66.2% | -100.0% |
| All | -100.0% | +38.8% | -138.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling