-99.8%
SOXS vs CAT
+94.8%
-194.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -1.2% |
| 7D | -4.7% | +0.6% | -5.3% | -2.9% |
| 30D | +7.7% | -4.3% | +12.1% | -0.6% |
| 3M | -10.2% | -8.6% | -1.5% | -7.6% |
| 6M | -99.2% | +16.1% | -115.3% | -96.5% |
| YTD | -99.5% | +43.8% | -143.3% | -96.7% |
| 1Y | -99.8% | +91.5% | -191.2% | -96.9% |
| All | -99.8% | +94.8% | -194.6% | -96.9% |
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