-91.6%
SOXS vs CASY
+32.1%
-123.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.3% | +8.4% |
| 7D | +46.7% | +0.8% | +45.8% | +46.4% |
| 30D | +97.0% | +9.4% | +87.5% | +94.9% |
| 3M | +39.5% | -20.6% | +60.1% | +41.8% |
| 6M | -54.9% | -20.7% | -34.2% | -57.5% |
| YTD | -90.4% | +22.5% | -112.9% | -90.5% |
| 1Y | -91.6% | +29.5% | -121.1% | -92.3% |
| All | -91.6% | +32.1% | -123.8% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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