-100.0%
SOXS vs CAT
+1,961.7%
-2,061.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.7% | -11.9% | -7.0% |
| 7D | -7.0% | +1.7% | -8.7% | -3.5% |
| 30D | +2.8% | -6.6% | +9.4% | -6.9% |
| 3M | -9.8% | -13.3% | +3.4% | -8.3% |
| 6M | -99.2% | +11.6% | -110.8% | -97.1% |
| YTD | -99.5% | +42.9% | -142.4% | -97.0% |
| 1Y | -99.8% | +95.4% | -195.2% | -97.5% |
| 3Y | -100.0% | +196.6% | -296.6% | -99.2% |
| 5Y | -100.0% | +321.7% | -421.7% | -99.7% |
| 10Y | -100.0% | +1,140.8% | -1,240.8% | -100.0% |
| All | -100.0% | +1,961.7% | -2,061.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling