-100.0%
SOXS vs CHRW
+183.1%
-283.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.3% |
| 7D | -4.7% | +3.5% | -8.2% | -1.3% |
| 30D | +7.7% | +4.6% | +3.1% | +13.0% |
| 3M | -10.2% | -19.7% | +9.6% | -30.5% |
| 6M | -99.2% | -12.4% | -86.8% | -99.0% |
| YTD | -99.5% | -3.9% | -95.6% | -99.3% |
| 1Y | -99.8% | +18.4% | -118.1% | -99.6% |
| 3Y | -100.0% | +88.8% | -188.8% | -99.9% |
| 5Y | -100.0% | +93.5% | -193.5% | -100.0% |
| All | -100.0% | +183.1% | -283.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CHRW 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling