-100.0%
SOXS vs CART
+14.3%
-114.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.1% | -7.2% |
| 7D | -15.6% | -4.1% | -11.5% | -17.0% |
| 30D | +4.8% | -4.3% | +9.1% | +2.7% |
| 3M | -21.6% | +13.1% | -34.8% | -17.1% |
| 6M | -99.3% | +26.0% | -125.4% | -99.4% |
| YTD | -99.5% | +6.7% | -106.2% | -99.6% |
| 1Y | -99.8% | +6.3% | -106.0% | -99.8% |
| All | -100.0% | +14.3% | -114.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling