-99.8%
SOXS vs CART
+14.4%
-114.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.3% | -8.9% | -10.0% |
| 7D | -7.0% | +1.0% | -8.0% | -7.1% |
| 30D | +2.8% | +12.6% | -9.8% | +0.8% |
| 3M | -9.8% | +23.1% | -33.0% | -13.1% |
| 6M | -99.2% | +39.5% | -138.7% | -99.2% |
| YTD | -99.5% | +13.5% | -113.0% | -99.5% |
| 1Y | -99.8% | +14.9% | -114.6% | -99.8% |
| All | -99.8% | +14.4% | -114.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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