-100.0%
SOXS vs CFG
+396.4%
-496.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.1% | -10.1% | -10.3% |
| 7D | -7.0% | +1.5% | -8.5% | -5.2% |
| 30D | +2.8% | -3.8% | +6.6% | -1.5% |
| 3M | -9.8% | +11.5% | -21.3% | +4.9% |
| 6M | -99.2% | +19.2% | -118.4% | -98.6% |
| YTD | -99.5% | +23.7% | -123.2% | -99.1% |
| 1Y | -99.8% | +38.8% | -138.6% | -99.5% |
| 3Y | -100.0% | +178.9% | -278.9% | -99.9% |
| 5Y | -100.0% | +101.8% | -201.8% | -100.0% |
| 10Y | -100.0% | +317.3% | -417.3% | -100.0% |
| All | -100.0% | +396.4% | -496.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling