-100.0%
SOXS vs CF
+763.7%
-863.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +2.1% |
| 7D | +3.2% | +4.8% | -1.5% | +5.6% |
| 30D | +61.0% | +9.7% | +51.3% | +68.0% |
| 3M | +24.0% | +1.2% | +22.7% | +21.5% |
| 6M | -35.9% | +7.4% | -43.3% | -36.2% |
| YTD | -90.9% | +60.5% | -151.4% | -88.1% |
| 1Y | -91.5% | +50.7% | -142.2% | -89.5% |
| 3Y | -99.7% | +64.8% | -164.5% | -99.5% |
| 5Y | -99.9% | +115.8% | -215.7% | -99.8% |
| 10Y | -100.0% | +481.0% | -581.0% | -100.0% |
| All | -100.0% | +763.7% | -863.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling