-99.7%
SOXS vs CAPR
+239.1%
-338.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -6.9% | +18.0% | +10.8% |
| 7D | -28.4% | +5.9% | -34.3% | -27.8% |
| 30D | +19.4% | +44.6% | -25.2% | +22.1% |
| 3M | +28.2% | +126.4% | -98.2% | +34.4% |
| 6M | -37.7% | -68.6% | +30.9% | -38.4% |
| YTD | -91.6% | -67.0% | -24.7% | -91.7% |
| 1Y | -93.1% | +65.2% | -158.2% | -92.0% |
| 3Y | -99.7% | +235.6% | -335.3% | -99.5% |
| All | -99.7% | +239.1% | -338.9% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling