-100.0%
SOXS vs CASY
+453.5%
-553.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.6% | -7.4% |
| 7D | -4.7% | -18.6% | +13.9% | -21.9% |
| 30D | +7.7% | -26.6% | +34.4% | -20.4% |
| 3M | -10.2% | -32.8% | +22.6% | -40.5% |
| 6M | -99.2% | -10.0% | -89.2% | -99.5% |
| YTD | -99.5% | +11.6% | -111.1% | -99.6% |
| 1Y | -99.8% | +11.5% | -111.2% | -99.8% |
| 3Y | -100.0% | +160.7% | -260.7% | -100.0% |
| 5Y | -100.0% | +232.4% | -332.4% | -100.0% |
| All | -100.0% | +453.5% | -553.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling