-100.0%
SOXS vs CASY
+555.0%
-655.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.8% | +10.3% | +11.8% |
| 7D | -28.4% | +3.6% | -32.0% | -25.7% |
| 30D | +19.4% | +9.1% | +10.4% | +28.0% |
| 3M | +28.2% | -16.5% | +44.7% | +4.0% |
| 6M | -37.7% | -19.7% | -18.0% | -54.0% |
| YTD | -91.6% | +29.3% | -120.9% | -88.9% |
| 1Y | -93.1% | +33.1% | -126.2% | -90.6% |
| 3Y | -99.7% | +158.5% | -258.2% | -98.9% |
| 5Y | -99.9% | +266.7% | -366.6% | -99.5% |
| All | -100.0% | +555.0% | -655.0% | -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