-91.6%
SOXS vs CFG
+34.2%
-125.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +11.8% |
| 7D | +46.7% | +1.8% | +44.9% | +49.7% |
| 30D | +97.0% | +3.3% | +93.7% | +104.4% |
| 3M | +39.5% | -9.8% | +49.4% | +20.5% |
| 6M | -54.9% | +5.2% | -60.1% | -48.9% |
| YTD | -90.4% | +16.1% | -106.5% | -85.2% |
| 1Y | -91.6% | +33.7% | -125.3% | -82.4% |
| All | -91.6% | +34.2% | -125.9% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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