-100.0%
SOXS vs CBRE
+63.2%
-163.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -3.5% |
| 7D | -16.6% | -1.7% | -14.9% | -18.0% |
| 30D | -4.4% | -3.0% | -1.4% | -7.5% |
| 3M | -26.2% | +2.6% | -28.9% | -27.4% |
| 6M | -99.3% | +2.0% | -101.3% | -99.4% |
| YTD | -99.5% | -13.1% | -86.4% | -99.7% |
| 1Y | -99.8% | -13.8% | -86.0% | -99.9% |
| All | -100.0% | +63.2% | -163.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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