-100.0%
SOXS vs CELH
-60.2%
-39.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -4.8% |
| 7D | -4.7% | -11.2% | +6.5% | -8.4% |
| 30D | +7.7% | -1.4% | +9.2% | +7.5% |
| 3M | -10.2% | -4.2% | -6.0% | -10.5% |
| 6M | -99.2% | -40.5% | -58.7% | -99.4% |
| YTD | -99.5% | -40.5% | -59.0% | -99.6% |
| 1Y | -99.8% | -53.0% | -46.8% | -99.8% |
| 3Y | -100.0% | -59.1% | -40.9% | -100.0% |
| All | -100.0% | -60.2% | -39.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 3y: compounded portfolio wealth divided by compounded CELH 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…
3y analysis · Full analysis span regression · 6 months rolling