-99.8%
SOXS vs CHYM
-23.3%
-76.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -5.2% |
| 7D | -4.7% | -2.3% | -2.5% | -5.3% |
| 30D | +7.7% | +4.4% | +3.3% | +9.6% |
| 3M | -10.2% | +91.3% | -101.5% | +18.9% |
| 6M | -99.2% | +44.0% | -143.2% | -99.1% |
| YTD | -99.5% | +31.1% | -130.6% | -99.5% |
| 1Y | -99.8% | +37.8% | -137.6% | -99.7% |
| All | -99.8% | -23.3% | -76.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling