-91.6%
SOXS vs CF
+35.9%
-127.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.4% | +13.2% | +12.2% |
| 7D | +46.7% | -6.9% | +53.5% | +55.0% |
| 30D | +97.0% | -3.7% | +100.7% | +103.9% |
| 3M | +39.5% | -5.0% | +44.5% | +45.5% |
| 6M | -54.9% | -10.5% | -44.5% | -50.0% |
| YTD | -90.4% | +46.5% | -136.9% | -88.6% |
| 1Y | -91.6% | +34.8% | -126.5% | -90.8% |
| All | -91.6% | +35.9% | -127.5% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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