-99.9%
SOXS vs CEG
+666.0%
-765.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.8% | +11.8% | +10.3% |
| 7D | -28.4% | +12.1% | -40.5% | -17.0% |
| 30D | +19.4% | +0.2% | +19.2% | +29.1% |
| 3M | +28.2% | +0.7% | +27.4% | +44.6% |
| 6M | -37.7% | +2.2% | -40.0% | -22.1% |
| YTD | -91.6% | -20.3% | -71.3% | -91.1% |
| 1Y | -93.1% | -16.1% | -77.0% | -92.0% |
| 3Y | -99.7% | +134.7% | -234.4% | -98.3% |
| All | -99.9% | +666.0% | -765.9% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling