-100.0%
SOXS vs CHTR
+341.7%
-441.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.3% | -2.6% |
| 7D | -4.7% | -4.1% | -0.7% | -8.2% |
| 30D | +7.7% | -3.0% | +10.7% | +4.2% |
| 3M | -10.2% | +4.8% | -14.9% | -10.4% |
| 6M | -99.2% | -35.0% | -64.2% | -99.6% |
| YTD | -99.5% | -30.2% | -69.4% | -99.7% |
| 1Y | -99.8% | -44.8% | -55.0% | -99.9% |
| 3Y | -100.0% | -66.6% | -33.4% | -100.0% |
| 5Y | -100.0% | -81.5% | -18.5% | -100.0% |
| 10Y | -100.0% | -44.8% | -55.2% | -100.0% |
| All | -100.0% | +341.7% | -441.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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