-100.0%
SOXS vs CCJ
+164.6%
-264.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.1% | +4.7% |
| 7D | -9.4% | -3.2% | -6.2% | -12.4% |
| 30D | +6.2% | -1.3% | +7.5% | +5.9% |
| 3M | -28.0% | +2.5% | -30.5% | -17.1% |
| 6M | -99.2% | -18.9% | -80.3% | -98.7% |
| YTD | -99.5% | +6.5% | -106.0% | -98.9% |
| 1Y | -99.7% | +22.8% | -122.6% | -99.3% |
| All | -100.0% | +164.6% | -264.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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