-100.0%
SOXS vs CFG
+99.7%
-199.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -3.2% |
| 7D | -16.6% | -0.6% | -16.0% | -17.4% |
| 30D | -4.4% | -4.5% | +0.2% | -10.1% |
| 3M | -26.2% | +6.3% | -32.6% | -18.1% |
| 6M | -99.3% | +20.6% | -119.9% | -98.7% |
| YTD | -99.5% | +21.2% | -120.8% | -99.1% |
| 1Y | -99.8% | +38.2% | -138.0% | -99.5% |
| 3Y | -100.0% | +185.9% | -285.9% | -99.8% |
| 5Y | -100.0% | +97.0% | -197.0% | -100.0% |
| All | -100.0% | +99.7% | -199.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling