-100.0%
SOXS vs CAH
+935.9%
-1,035.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.1% |
| 7D | -16.6% | -2.2% | -14.3% | -18.7% |
| 30D | -4.4% | +1.2% | -5.5% | -3.7% |
| 3M | -26.2% | +13.1% | -39.3% | -17.8% |
| 6M | -99.3% | +8.5% | -107.7% | -99.3% |
| YTD | -99.5% | +17.6% | -117.1% | -99.5% |
| 1Y | -99.8% | +60.7% | -160.4% | -99.6% |
| 3Y | -100.0% | +183.2% | -283.1% | -99.9% |
| 5Y | -100.0% | +402.2% | -502.2% | -100.0% |
| 10Y | -100.0% | +302.3% | -402.3% | -100.0% |
| All | -100.0% | +935.9% | -1,035.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling