-100.0%
SOXS vs CAH
+176.8%
-276.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -4.9% | -5.6% |
| 7D | -4.7% | -5.1% | +0.4% | -4.9% |
| 30D | +7.7% | +0.2% | +7.6% | +7.8% |
| 3M | -10.2% | +6.3% | -16.4% | -9.5% |
| 6M | -99.2% | +9.4% | -108.6% | -99.2% |
| YTD | -99.5% | +15.0% | -114.5% | -99.5% |
| 1Y | -99.8% | +55.4% | -155.2% | -99.7% |
| 3Y | -100.0% | +173.8% | -273.8% | -100.0% |
| All | -100.0% | +176.8% | -276.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling