-100.0%
SOXS vs CAT
+1,169.9%
-1,269.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -2.4% |
| 7D | -4.7% | +0.6% | -5.3% | -3.4% |
| 30D | +7.7% | -4.3% | +12.1% | +2.1% |
| 3M | -10.2% | -8.6% | -1.5% | -4.7% |
| 6M | -99.2% | +16.1% | -115.3% | -97.0% |
| YTD | -99.5% | +43.8% | -143.3% | -97.1% |
| 1Y | -99.8% | +91.5% | -191.2% | -97.4% |
| 3Y | -100.0% | +202.7% | -302.7% | -99.3% |
| 5Y | -100.0% | +335.1% | -435.1% | -99.7% |
| All | -100.0% | +1,169.9% | -1,269.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling