-99.8%
SOXS vs CHYM
+38.9%
-138.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -10.1% |
| 7D | -7.0% | +1.7% | -8.7% | -6.2% |
| 30D | +2.8% | +30.2% | -27.5% | +14.6% |
| 3M | -9.8% | +85.9% | -95.7% | +24.7% |
| 6M | -99.2% | +49.9% | -149.1% | -99.0% |
| YTD | -99.5% | +34.1% | -133.6% | -99.4% |
| 1Y | -99.8% | +37.0% | -136.8% | -99.7% |
| All | -99.8% | +38.9% | -138.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling