-91.6%
SOXS vs CEG
-33.0%
-58.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.7% | +15.5% | +0.8% |
| 7D | +46.7% | -4.8% | +51.4% | +39.9% |
| 30D | +97.0% | -8.2% | +105.1% | +85.1% |
| 3M | +39.5% | -7.9% | +47.5% | +35.8% |
| 6M | -54.9% | -23.2% | -31.7% | -59.3% |
| YTD | -90.4% | -30.1% | -60.2% | -91.4% |
| 1Y | -91.6% | -31.9% | -59.7% | -92.5% |
| All | -91.6% | -33.0% | -58.6% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling