-91.6%
SOXS vs CHD
+30.9%
-122.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.1% | +3.2% |
| 7D | +46.7% | +6.9% | +39.7% | +29.1% |
| 30D | +97.0% | +17.1% | +79.8% | +49.3% |
| 3M | +39.5% | +9.1% | +30.4% | +20.4% |
| 6M | -54.9% | +21.4% | -76.3% | -65.0% |
| YTD | -90.4% | +34.9% | -125.3% | -94.1% |
| 1Y | -91.6% | +31.0% | -122.7% | -94.5% |
| All | -91.6% | +30.9% | -122.6% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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