-100.0%
SOXS vs CHRW
+308.5%
-408.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -2.9% |
| 7D | -15.6% | +1.9% | -17.5% | -13.5% |
| 30D | +4.8% | +0.9% | +3.8% | +6.2% |
| 3M | -21.6% | -19.9% | -1.8% | -40.7% |
| 6M | -99.3% | -15.8% | -83.5% | -99.2% |
| YTD | -99.5% | -5.6% | -93.9% | -99.3% |
| 1Y | -99.8% | +21.0% | -120.8% | -99.6% |
| 3Y | -100.0% | +86.0% | -186.0% | -99.9% |
| 5Y | -100.0% | +88.6% | -188.6% | -100.0% |
| 10Y | -100.0% | +169.3% | -269.3% | -100.0% |
| All | -100.0% | +308.5% | -408.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling