-100.0%
SOXS vs CELH
+2,412.3%
-2,512.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.7% | +11.7% | +7.7% |
| 7D | -9.4% | -15.8% | +6.3% | -11.1% |
| 30D | +6.2% | -5.2% | +11.4% | +5.5% |
| 3M | -28.0% | -6.1% | -21.9% | -28.2% |
| 6M | -99.2% | -40.9% | -58.3% | -99.2% |
| YTD | -99.5% | -41.8% | -57.7% | -99.5% |
| 1Y | -99.7% | -52.6% | -47.1% | -99.8% |
| 3Y | -100.0% | -60.4% | -39.6% | -100.0% |
| 5Y | -100.0% | -12.6% | -87.4% | -100.0% |
| 10Y | -100.0% | +3,704.3% | -3,804.3% | -100.0% |
| All | -100.0% | +2,412.3% | -2,512.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling