-99.8%
SOXS vs CAT
+97.5%
-197.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.7% | -11.9% | -5.7% |
| 7D | -7.0% | +1.7% | -8.7% | -2.2% |
| 30D | +2.8% | -6.6% | +9.4% | -11.3% |
| 3M | -9.8% | -13.3% | +3.4% | -12.6% |
| 6M | -99.2% | +11.6% | -110.8% | -96.7% |
| YTD | -99.5% | +42.9% | -142.4% | -96.6% |
| 1Y | -99.8% | +95.4% | -195.2% | -97.2% |
| All | -99.8% | +97.5% | -197.3% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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