-100.0%
SOXS vs CDE
+25.0%
-125.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.7% | -5.1% |
| 7D | -4.7% | -3.1% | -1.6% | -5.9% |
| 30D | +7.7% | +9.5% | -1.7% | +12.8% |
| 3M | -10.2% | +25.5% | -35.6% | +5.3% |
| 6M | -99.2% | -7.9% | -91.3% | -98.8% |
| YTD | -99.5% | +15.6% | -115.1% | -99.2% |
| 1Y | -99.8% | +34.0% | -133.8% | -99.5% |
| 3Y | -100.0% | +791.9% | -891.9% | -99.9% |
| 5Y | -100.0% | +197.7% | -297.7% | -100.0% |
| 10Y | -100.0% | +55.0% | -155.0% | -100.0% |
| All | -100.0% | +25.0% | -125.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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