-100.0%
SOXS vs CF
+589.1%
-689.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.4% |
| 7D | -15.6% | -0.9% | -14.7% | -16.2% |
| 30D | +4.8% | +18.1% | -13.3% | +15.7% |
| 3M | -21.6% | +23.4% | -45.0% | -12.3% |
| 6M | -99.3% | +17.1% | -116.4% | -99.5% |
| YTD | -99.5% | +76.2% | -175.8% | -99.5% |
| 1Y | -99.8% | +62.3% | -162.0% | -99.8% |
| 3Y | -100.0% | +71.8% | -171.8% | -100.0% |
| 5Y | -100.0% | +234.6% | -334.6% | -100.0% |
| 10Y | -100.0% | +574.3% | -674.3% | -100.0% |
| All | -100.0% | +589.1% | -689.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling