-100.0%
SOXS vs CHD
+0.7%
-100.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.8% |
| 7D | -4.7% | -4.5% | -0.3% | -0.6% |
| 30D | +7.7% | -6.7% | +14.5% | +15.2% |
| 3M | -10.2% | -2.7% | -7.4% | -5.2% |
| 6M | -99.2% | -4.9% | -94.3% | -99.2% |
| YTD | -99.5% | +13.3% | -112.9% | -99.6% |
| 1Y | -99.8% | +1.0% | -100.8% | -99.8% |
| 3Y | -100.0% | +1.3% | -101.3% | -100.0% |
| All | -100.0% | +0.7% | -100.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling