-100.0%
SOXS vs CI
+43.3%
-143.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -1.8% |
| 7D | -16.6% | -1.1% | -15.5% | -16.7% |
| 30D | -4.4% | +0.5% | -4.8% | -4.4% |
| 3M | -26.2% | -5.2% | -21.1% | -27.6% |
| 6M | -99.3% | +4.3% | -103.6% | -99.3% |
| YTD | -99.5% | +2.8% | -102.3% | -99.6% |
| 1Y | -99.8% | -5.8% | -94.0% | -99.8% |
| 3Y | -100.0% | +4.7% | -104.7% | -100.0% |
| 5Y | -100.0% | +42.7% | -142.7% | -100.0% |
| All | -100.0% | +43.3% | -143.3% | -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 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