-100.0%
SOXS vs CG
+341.4%
-441.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -7.8% |
| 7D | -15.6% | -1.3% | -14.3% | -17.4% |
| 30D | +4.8% | -3.2% | +7.9% | -0.1% |
| 3M | -21.6% | +6.2% | -27.8% | -11.8% |
| 6M | -99.3% | -4.7% | -94.7% | -99.3% |
| YTD | -99.5% | -20.6% | -78.9% | -99.6% |
| 1Y | -99.8% | -26.4% | -73.4% | -99.8% |
| 3Y | -100.0% | +55.4% | -155.4% | -99.9% |
| 5Y | -100.0% | +9.8% | -109.8% | -100.0% |
| 10Y | -100.0% | +341.4% | -441.4% | -100.0% |
| All | -100.0% | +341.4% | -441.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling