-99.3%
SOXS vs CHD
-4.2%
-95.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | +1.1% |
| 7D | -16.6% | -4.2% | -12.4% | -8.5% |
| 30D | -4.4% | -7.6% | +3.2% | +13.6% |
| 3M | -26.2% | -1.6% | -24.6% | -21.6% |
| 6M | -99.3% | -6.3% | -92.9% | -99.2% |
| All | -99.3% | -4.2% | -95.1% | -99.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling