-100.0%
SOXS vs CB
+98.8%
-198.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -5.1% |
| 7D | -15.6% | -0.6% | -15.0% | -15.7% |
| 30D | +4.8% | -3.9% | +8.7% | +3.8% |
| 3M | -21.6% | +4.9% | -26.5% | -20.7% |
| 6M | -99.3% | +3.3% | -102.6% | -99.4% |
| YTD | -99.5% | +8.5% | -108.0% | -99.6% |
| 1Y | -99.8% | +22.1% | -121.8% | -99.8% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| 5Y | -100.0% | +97.4% | -197.4% | -100.0% |
| All | -100.0% | +98.8% | -198.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling