-100.0%
SOXS vs CG
+2.7%
-102.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.4% | +10.5% | +4.3% |
| 7D | -9.4% | -9.8% | +0.4% | -23.6% |
| 30D | +6.2% | -10.3% | +16.5% | -11.3% |
| 3M | -28.0% | -1.7% | -26.4% | -27.4% |
| 6M | -99.2% | -9.8% | -89.4% | -99.2% |
| YTD | -99.5% | -25.6% | -73.9% | -99.6% |
| 1Y | -99.7% | -32.5% | -67.2% | -99.8% |
| 3Y | -100.0% | +45.6% | -145.6% | -99.9% |
| 5Y | -100.0% | +3.7% | -103.7% | -100.0% |
| All | -100.0% | +2.7% | -102.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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