-99.8%
SOXS vs CARR
-3.6%
-96.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.1% | -11.3% | -8.2% |
| 7D | -7.0% | +1.6% | -8.6% | -4.0% |
| 30D | +2.8% | -8.7% | +11.5% | -12.6% |
| 3M | -9.8% | -12.6% | +2.7% | -19.5% |
| 6M | -99.2% | -1.5% | -97.6% | -98.3% |
| YTD | -99.5% | +14.3% | -113.8% | -98.8% |
| 1Y | -99.8% | -4.6% | -95.2% | -99.5% |
| All | -99.8% | -3.6% | -96.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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