-91.6%
SOXS vs CAPR
+47.4%
-139.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.3% | +0.5% | +8.9% |
| 7D | +46.7% | +43.2% | +3.5% | +47.8% |
| 30D | +97.0% | +14.7% | +82.3% | +97.7% |
| 3M | +39.5% | +113.9% | -74.4% | +42.4% |
| 6M | -54.9% | -73.4% | +18.4% | -55.5% |
| YTD | -90.4% | -69.1% | -21.3% | -90.5% |
| 1Y | -91.6% | +47.2% | -138.8% | -91.2% |
| All | -91.6% | +47.4% | -139.1% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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