-99.8%
SOXS vs CEG
-10.5%
-89.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -6.1% |
| 7D | -4.7% | -4.8% | 0.0% | -10.2% |
| 30D | +7.7% | +2.3% | +5.4% | +12.3% |
| 3M | -10.2% | +15.6% | -25.7% | +14.4% |
| 6M | -99.2% | -5.0% | -94.2% | -98.7% |
| YTD | -99.5% | -19.0% | -80.5% | -99.3% |
| 1Y | -99.8% | -10.0% | -89.8% | -99.6% |
| All | -99.8% | -10.5% | -89.2% | -99.6% |
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