-100.0%
SOXS vs CAPR
+76.3%
-176.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -2.2% |
| 7D | -16.6% | -12.6% | -3.9% | -17.2% |
| 30D | -4.4% | +124.4% | -128.8% | +1.0% |
| 3M | -26.2% | -66.8% | +40.5% | -28.3% |
| 6M | -99.3% | -71.8% | -27.5% | -99.3% |
| YTD | -99.5% | -70.1% | -29.5% | -99.5% |
| 1Y | -99.8% | +33.3% | -133.1% | -99.7% |
| 3Y | -100.0% | +36.7% | -136.7% | -100.0% |
| 5Y | -100.0% | +72.5% | -172.5% | -100.0% |
| All | -100.0% | +76.3% | -176.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling