-100.0%
SOXS vs CBOE
+89.1%
-189.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.3% | -3.2% |
| 7D | -4.7% | -5.8% | +1.1% | +1.4% |
| 30D | +7.7% | -3.1% | +10.9% | +10.0% |
| 3M | -10.2% | -4.8% | -5.4% | -5.9% |
| 6M | -99.2% | -0.6% | -98.6% | -99.1% |
| YTD | -99.5% | +12.8% | -112.3% | -99.6% |
| 1Y | -99.8% | +19.8% | -119.5% | -99.8% |
| 3Y | -100.0% | +86.9% | -186.9% | -100.0% |
| All | -100.0% | +89.1% | -189.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling