-100.0%
SOXS vs CI
+4.2%
-104.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.4% |
| 7D | -15.6% | -2.0% | -13.6% | -15.1% |
| 30D | +4.8% | -1.8% | +6.6% | +5.3% |
| 3M | -21.6% | -4.2% | -17.4% | -20.6% |
| 6M | -99.3% | +2.7% | -102.0% | -99.3% |
| YTD | -99.5% | +1.9% | -101.4% | -99.5% |
| 1Y | -99.8% | -6.3% | -93.5% | -99.8% |
| 3Y | -100.0% | +3.9% | -103.8% | -100.0% |
| All | -100.0% | +4.2% | -104.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling