-99.9%
SOXS vs CI
+49.5%
-149.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.8% | +11.1% |
| 7D | -28.4% | +1.2% | -29.6% | -28.3% |
| 30D | +19.4% | +2.6% | +16.9% | +19.8% |
| 3M | +28.2% | +7.4% | +20.7% | +29.1% |
| 6M | -37.7% | -0.1% | -37.6% | -39.3% |
| YTD | -91.6% | +9.7% | -101.4% | -91.5% |
| 1Y | -93.1% | +12.1% | -105.2% | -92.9% |
| 3Y | -99.7% | +7.0% | -106.7% | -99.7% |
| All | -99.9% | +49.5% | -149.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling