-91.6%
SOXS vs CB
+34.9%
-126.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +1.0% |
| 7D | +46.7% | +5.3% | +41.4% | +22.9% |
| 30D | +97.0% | +13.2% | +83.7% | +30.2% |
| 3M | +39.5% | +7.8% | +31.8% | +11.6% |
| 6M | -54.9% | +15.8% | -70.7% | -68.0% |
| YTD | -90.4% | +21.0% | -111.4% | -94.1% |
| 1Y | -91.6% | +32.2% | -123.8% | -96.3% |
| All | -91.6% | +34.9% | -126.5% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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