-99.8%
SOXS vs CF
+65.9%
-165.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -4.1% |
| 7D | -16.6% | -0.8% | -15.7% | -16.0% |
| 30D | -4.4% | +14.3% | -18.6% | -13.8% |
| 3M | -26.2% | +27.9% | -54.1% | -37.8% |
| 6M | -99.3% | +25.5% | -124.8% | -99.1% |
| YTD | -99.5% | +81.2% | -180.7% | -99.4% |
| 1Y | -99.8% | +66.5% | -166.3% | -99.7% |
| All | -99.8% | +65.9% | -165.7% | -99.7% |
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