-100.0%
SOXS vs CF
+742.7%
-842.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +0.7% | -13.3% | -12.2% |
| 7D | +36.2% | -3.2% | +39.4% | +32.2% |
| 30D | +131.5% | +4.3% | +127.2% | +133.7% |
| 3M | +60.5% | +2.8% | +57.7% | +58.6% |
| 6M | -25.9% | +0.6% | -26.5% | -29.9% |
| YTD | -88.3% | +56.6% | -144.9% | -85.0% |
| 1Y | -89.6% | +49.6% | -139.2% | -87.2% |
| 3Y | -99.6% | +61.5% | -161.1% | -99.5% |
| 5Y | -99.9% | +124.0% | -223.9% | -99.8% |
| 10Y | -100.0% | +573.2% | -673.2% | -100.0% |
| All | -100.0% | +742.7% | -842.7% | -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