-100.0%
SOXS vs CBRE
+858.4%
-958.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.6% | +11.6% |
| 7D | -28.4% | -1.8% | -26.7% | -29.7% |
| 30D | +19.4% | +3.3% | +16.1% | +24.9% |
| 3M | +28.2% | -12.4% | +40.5% | +6.6% |
| 6M | -37.7% | -5.4% | -32.4% | -45.0% |
| YTD | -91.6% | -17.2% | -74.4% | -93.7% |
| 1Y | -93.1% | -13.1% | -80.0% | -94.3% |
| 3Y | -99.7% | +81.6% | -181.3% | -99.0% |
| 5Y | -99.9% | +26.4% | -126.4% | -99.8% |
| 10Y | -100.0% | +381.6% | -481.6% | -100.0% |
| All | -100.0% | +858.4% | -958.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling