-100.0%
SOXS vs CGNX
+49.8%
-149.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.1% | -9.7% | -0.3% |
| 7D | -4.7% | +3.2% | -7.9% | -0.6% |
| 30D | +7.7% | +6.0% | +1.7% | +19.5% |
| 3M | -10.2% | +3.5% | -13.7% | +12.0% |
| 6M | -99.2% | +26.3% | -125.5% | -97.7% |
| YTD | -99.5% | +79.2% | -178.8% | -97.8% |
| 1Y | -99.8% | +43.8% | -143.6% | -99.1% |
| 3Y | -100.0% | +52.0% | -151.9% | -99.9% |
| All | -100.0% | +49.8% | -149.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling