-91.6%
SOXS vs CAI
+12.6%
-104.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.6% | +9.1% |
| 7D | +46.7% | -6.3% | +52.9% | +44.7% |
| 30D | +97.0% | +9.3% | +87.6% | +102.8% |
| 3M | +39.5% | +106.3% | -66.8% | +75.0% |
| 6M | -54.9% | +77.7% | -132.7% | -46.1% |
| YTD | -90.4% | +23.1% | -113.5% | -89.5% |
| 1Y | -91.6% | +6.5% | -98.2% | -91.2% |
| All | -91.6% | +12.6% | -104.2% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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