-99.7%
SOXS vs CAT
+161.3%
-261.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.8% | +11.9% | +9.0% |
| 7D | -28.4% | +7.4% | -35.9% | -10.5% |
| 30D | +19.4% | -19.7% | +39.1% | -17.6% |
| 3M | +28.2% | -29.6% | +57.8% | -30.9% |
| 6M | -37.7% | -33.2% | -4.5% | -58.5% |
| YTD | -91.6% | +5.7% | -97.3% | -81.2% |
| 1Y | -93.1% | +9.3% | -102.4% | -82.5% |
| 3Y | -99.7% | +158.3% | -258.0% | -90.5% |
| All | -99.7% | +161.3% | -261.1% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling