-100.0%
SOXS vs CASY
+2,795.1%
-2,895.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.3% | -9.9% | -10.5% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | +2.8% | -11.3% | +14.1% | -8.8% |
| 3M | -9.8% | -0.6% | -9.2% | -13.8% |
| 6M | -99.2% | +10.7% | -109.9% | -99.4% |
| YTD | -99.5% | +37.1% | -136.6% | -99.5% |
| 1Y | -99.8% | +52.3% | -152.1% | -99.8% |
| 3Y | -100.0% | +215.2% | -315.2% | -99.9% |
| 5Y | -100.0% | +276.5% | -376.5% | -100.0% |
| 10Y | -100.0% | +508.4% | -608.4% | -100.0% |
| All | -100.0% | +2,795.1% | -2,895.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling