-87.2%
SOXS vs CHYM
+63.9%
-151.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | +1.0% | +38.2% | +39.5% |
| 7D | +94.9% | +4.5% | +90.3% | +97.4% |
| 30D | +174.1% | +9.2% | +165.0% | +181.3% |
| 3M | +82.4% | +16.4% | +66.0% | +95.2% |
| 6M | -27.7% | +45.2% | -72.9% | -8.3% |
| YTD | -86.6% | +19.9% | -106.5% | -83.4% |
| 1Y | -87.2% | +57.8% | -145.0% | -80.1% |
| All | -87.2% | +63.9% | -151.1% | -80.1% |
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