-99.8%
SOXS vs CAI
-31.3%
-68.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.0% | -9.2% | -10.5% |
| 7D | -7.0% | -2.2% | -4.8% | -7.5% |
| 30D | +2.8% | +52.4% | -49.6% | +17.9% |
| 3M | -9.8% | +45.1% | -54.9% | +3.3% |
| 6M | -99.2% | +26.2% | -125.4% | -99.1% |
| YTD | -99.5% | -7.1% | -92.4% | -99.5% |
| 1Y | -99.8% | -31.0% | -68.7% | -99.8% |
| All | -99.8% | -31.3% | -68.5% | -99.8% |
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