-100.0%
SOXS vs CAPR
-78.6%
-21.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.9% | +12.0% | +7.8% |
| 7D | -9.4% | -10.6% | +1.1% | -10.1% |
| 30D | +6.2% | +111.2% | -105.0% | +13.2% |
| 3M | -28.0% | -67.2% | +39.2% | -30.4% |
| 6M | -99.2% | -75.1% | -24.0% | -99.2% |
| YTD | -99.5% | -71.2% | -28.3% | -99.5% |
| 1Y | -99.7% | +31.1% | -130.9% | -99.7% |
| 3Y | -100.0% | +31.3% | -131.3% | -100.0% |
| 5Y | -100.0% | +69.4% | -169.4% | -100.0% |
| All | -100.0% | -78.6% | -21.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling