-100.0%
SOXS vs CAT
+330.4%
-430.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -3.7% |
| 7D | -16.6% | +2.9% | -19.5% | -11.0% |
| 30D | -4.4% | -2.6% | -1.7% | -6.9% |
| 3M | -26.2% | -10.7% | -15.6% | -23.2% |
| 6M | -99.3% | +16.1% | -115.4% | -97.0% |
| YTD | -99.5% | +43.2% | -142.8% | -96.9% |
| 1Y | -99.8% | +96.8% | -196.6% | -97.1% |
| 3Y | -100.0% | +201.4% | -301.3% | -99.2% |
| 5Y | -100.0% | +332.7% | -432.7% | -99.6% |
| All | -100.0% | +330.4% | -430.4% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling