-99.2%
SOXS vs CFG
+24.3%
-123.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.1% | -10.1% | -10.3% |
| 7D | -7.0% | +1.5% | -8.5% | -4.7% |
| 30D | +2.8% | -3.8% | +6.6% | -3.1% |
| 3M | -9.8% | +11.5% | -21.3% | +16.7% |
| All | -99.2% | +24.3% | -123.5% | -97.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling