-100.0%
SOXS vs CI
+144.3%
-244.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +8.9% |
| 7D | -9.4% | -1.3% | -8.1% | -10.6% |
| 30D | +6.2% | +3.1% | +3.0% | +8.1% |
| 3M | -28.0% | -4.5% | -23.5% | -32.8% |
| 6M | -99.2% | +8.3% | -107.4% | -99.4% |
| YTD | -99.5% | +3.8% | -103.3% | -99.6% |
| 1Y | -99.7% | -5.0% | -94.7% | -99.8% |
| 3Y | -100.0% | +5.8% | -105.8% | -100.0% |
| 5Y | -100.0% | +50.6% | -150.6% | -100.0% |
| All | -100.0% | +144.3% | -244.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling