-99.8%
SOXS vs CAI
-9.9%
-90.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.2% |
| 7D | -4.7% | -2.9% | -1.8% | -5.5% |
| 30D | +7.7% | +9.3% | -1.6% | +10.6% |
| 3M | -10.2% | +35.2% | -45.4% | -0.7% |
| 6M | -99.2% | +30.7% | -129.9% | -99.1% |
| YTD | -99.5% | -9.8% | -89.7% | -99.5% |
| 1Y | -99.8% | -28.9% | -70.9% | -99.8% |
| All | -99.8% | -9.9% | -90.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling