-100.0%
SOXS vs CB
+855.6%
-955.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.9% | -8.3% | -12.7% |
| 7D | -7.0% | +0.5% | -7.5% | -6.7% |
| 30D | +2.8% | -3.1% | +5.9% | -2.4% |
| 3M | -9.8% | +9.0% | -18.8% | -8.3% |
| 6M | -99.2% | +2.9% | -102.0% | -99.4% |
| YTD | -99.5% | +10.1% | -109.6% | -99.6% |
| 1Y | -99.8% | +22.8% | -122.6% | -99.8% |
| 3Y | -100.0% | +73.8% | -173.8% | -100.0% |
| 5Y | -100.0% | +99.2% | -199.2% | -100.0% |
| 10Y | -100.0% | +218.2% | -318.2% | -100.0% |
| All | -100.0% | +855.6% | -955.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling