-99.9%
SOXS vs CASY
+261.5%
-361.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.2% |
| 7D | -43.7% | +2.5% | -46.2% | -42.6% |
| 30D | +22.2% | +10.2% | +12.0% | +29.6% |
| 3M | +13.0% | -15.7% | +28.7% | -3.4% |
| 6M | -47.7% | -18.4% | -29.3% | -58.8% |
| YTD | -92.5% | +28.3% | -120.7% | -90.0% |
| 1Y | -93.1% | +32.6% | -125.7% | -90.6% |
| 3Y | -99.7% | +159.5% | -259.2% | -99.0% |
| 5Y | -99.9% | +263.9% | -363.8% | -99.5% |
| All | -99.9% | +261.5% | -361.5% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling