-100.0%
SOXS vs CI
+817.9%
-917.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.3% | -8.9% | -11.4% |
| 7D | -7.0% | +1.3% | -8.3% | -6.1% |
| 30D | +2.8% | +4.4% | -1.6% | +6.7% |
| 3M | -9.8% | +0.7% | -10.5% | -13.2% |
| 6M | -99.2% | +0.3% | -99.5% | -99.5% |
| YTD | -99.5% | +3.8% | -103.3% | -99.7% |
| 1Y | -99.8% | -5.5% | -94.3% | -99.9% |
| 3Y | -100.0% | +8.1% | -108.1% | -100.0% |
| 5Y | -100.0% | +42.8% | -142.8% | -100.0% |
| 10Y | -100.0% | +143.9% | -243.9% | -100.0% |
| All | -100.0% | +817.9% | -917.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling