-100.0%
SOXS vs CARR
+421.5%
-521.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -3.7% |
| 7D | -4.7% | -3.8% | -1.0% | -9.2% |
| 30D | +7.7% | -8.9% | +16.6% | -4.0% |
| 3M | -10.2% | -17.3% | +7.2% | -22.9% |
| 6M | -99.2% | -1.4% | -97.8% | -98.5% |
| YTD | -99.5% | +10.0% | -109.5% | -99.0% |
| 1Y | -99.8% | -6.4% | -93.4% | -99.6% |
| 3Y | -100.0% | +1.5% | -101.5% | -99.9% |
| 5Y | -100.0% | +9.3% | -109.3% | -100.0% |
| All | -100.0% | +421.5% | -521.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling