-91.6%
SOXS vs CIEN
+49.1%
-140.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.3% | +18.0% | -2.5% |
| 7D | +46.7% | -25.0% | +71.7% | +8.8% |
| 30D | +97.0% | -30.1% | +127.1% | +45.7% |
| 3M | +39.5% | -33.8% | +73.3% | +5.8% |
| 6M | -54.9% | -49.4% | -5.5% | -65.0% |
| YTD | -90.4% | +16.4% | -106.8% | -79.8% |
| 1Y | -91.6% | +48.9% | -140.5% | -74.3% |
| All | -91.6% | +49.1% | -140.8% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling