-100.0%
SOXS vs CEG
+717.3%
-817.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.9% | -15.1% | -5.4% |
| 7D | -7.0% | +8.0% | -15.0% | +0.8% |
| 30D | +2.8% | +12.9% | -10.1% | +17.3% |
| 3M | -9.8% | +13.2% | -23.0% | +9.0% |
| 6M | -99.2% | -7.0% | -92.2% | -98.8% |
| YTD | -99.5% | -15.0% | -84.5% | -99.3% |
| 1Y | -99.8% | -2.7% | -97.0% | -99.6% |
| 3Y | -100.0% | +184.1% | -284.0% | -99.8% |
| All | -100.0% | +717.3% | -817.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling