-91.6%
SOXS vs CAT
+5.5%
-97.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.2% | +14.0% | -4.7% |
| 7D | +46.7% | -17.1% | +63.8% | -7.2% |
| 30D | +97.0% | -30.1% | +127.1% | -17.5% |
| 3M | +39.5% | -32.4% | +71.9% | -43.1% |
| 6M | -54.9% | -32.1% | -22.8% | -73.5% |
| YTD | -90.4% | +4.1% | -94.5% | -81.3% |
| 1Y | -91.6% | +8.9% | -100.5% | -78.8% |
| All | -91.6% | +5.5% | -97.2% | -78.8% |
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