-93.1%
SOXS vs CART
+49.3%
-142.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.7% | +10.4% | +11.0% |
| 7D | -28.4% | +1.3% | -29.7% | -28.6% |
| 30D | +19.4% | +19.2% | +0.3% | +13.7% |
| 3M | +28.2% | +17.6% | +10.6% | +22.3% |
| 6M | -37.7% | +47.4% | -85.1% | -43.3% |
| YTD | -91.6% | +30.9% | -122.5% | -92.2% |
| 1Y | -93.1% | +46.0% | -139.0% | -93.4% |
| All | -93.1% | +49.3% | -142.3% | -93.4% |
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