-100.0%
SOXS vs CB
+225.2%
-325.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.4% |
| 7D | -9.4% | -2.8% | -6.7% | -12.1% |
| 30D | +6.2% | -2.4% | +8.6% | +2.8% |
| 3M | -28.0% | +2.8% | -30.8% | -30.3% |
| 6M | -99.2% | +4.8% | -103.9% | -99.3% |
| YTD | -99.5% | +9.2% | -108.7% | -99.6% |
| 1Y | -99.7% | +22.8% | -122.6% | -99.8% |
| 3Y | -100.0% | +71.1% | -171.1% | -100.0% |
| 5Y | -100.0% | +101.0% | -201.0% | -100.0% |
| All | -100.0% | +225.2% | -325.2% | -100.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling