-100.0%
SOXS vs CF
+77.0%
-177.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -3.2% | -7.0% | -9.9% |
| 7D | -7.0% | +6.0% | -13.0% | -7.4% |
| 30D | +2.8% | +14.8% | -12.1% | +1.8% |
| 3M | -9.8% | +14.1% | -23.9% | -10.6% |
| 6M | -99.2% | +28.5% | -127.7% | -99.1% |
| YTD | -99.5% | +74.9% | -174.4% | -99.4% |
| 1Y | -99.8% | +61.7% | -161.5% | -99.7% |
| All | -100.0% | +77.0% | -177.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling