-100.0%
SOXS vs CHRW
+182.4%
-282.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.3% | +6.8% | +9.4% |
| 7D | -9.4% | +4.4% | -13.8% | -5.2% |
| 30D | +6.2% | +5.5% | +0.7% | +12.4% |
| 3M | -28.0% | -17.3% | -10.8% | -41.8% |
| 6M | -99.2% | -12.7% | -86.5% | -99.0% |
| YTD | -99.5% | -4.1% | -95.4% | -99.3% |
| 1Y | -99.7% | +21.2% | -121.0% | -99.5% |
| 3Y | -100.0% | +88.9% | -188.9% | -99.9% |
| 5Y | -100.0% | +93.1% | -193.1% | -100.0% |
| All | -100.0% | +182.4% | -282.4% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling