-100.0%
SOXS vs CFG
+216.2%
-316.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.6% | +10.5% | +11.8% |
| 7D | -28.4% | +3.2% | -31.6% | -24.8% |
| 30D | +19.4% | +5.1% | +14.3% | +29.3% |
| 3M | +28.2% | -11.2% | +39.4% | +13.2% |
| 6M | -37.7% | +9.6% | -47.3% | -27.1% |
| YTD | -91.6% | +15.0% | -106.6% | -88.9% |
| 1Y | -93.1% | +29.9% | -122.9% | -89.2% |
| 3Y | -99.7% | +192.1% | -291.8% | -98.2% |
| 5Y | -99.9% | +62.3% | -162.2% | -99.7% |
| All | -100.0% | +216.2% | -316.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling