-100.0%
SOXS vs CFG
+316.8%
-416.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -4.1% |
| 7D | -4.7% | -0.4% | -4.3% | -5.3% |
| 30D | +7.7% | -4.6% | +12.4% | +2.0% |
| 3M | -10.2% | +6.7% | -16.8% | -2.2% |
| 6M | -99.2% | +22.1% | -121.3% | -98.7% |
| YTD | -99.5% | +23.2% | -122.7% | -99.2% |
| 1Y | -99.8% | +40.3% | -140.0% | -99.5% |
| 3Y | -100.0% | +187.9% | -287.9% | -99.9% |
| 5Y | -100.0% | +102.0% | -202.0% | -100.0% |
| All | -100.0% | +316.8% | -416.8% | -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