-87.2%
SOXS vs CGNX
+19.2%
-106.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -10.5% | +49.7% | +26.1% |
| 7D | +94.9% | -19.5% | +114.3% | +59.4% |
| 30D | +174.1% | -28.4% | +202.5% | +104.8% |
| 3M | +82.4% | -32.7% | +115.2% | +32.8% |
| 6M | -27.7% | -19.0% | -8.7% | -27.7% |
| YTD | -86.6% | +32.6% | -119.2% | -78.9% |
| 1Y | -87.2% | +18.0% | -105.2% | -82.7% |
| All | -87.2% | +19.2% | -106.3% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling