-100.0%
SOXS vs CIEN
+593.4%
-693.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +6.8% |
| 7D | -9.4% | +5.4% | -14.8% | -2.7% |
| 30D | +6.2% | -13.7% | +19.8% | -7.8% |
| 3M | -28.0% | -23.0% | -5.0% | -32.0% |
| 6M | -99.2% | -0.8% | -98.4% | -97.9% |
| YTD | -99.5% | +43.1% | -142.5% | -97.8% |
| 1Y | -99.7% | +157.6% | -257.4% | -97.4% |
| All | -100.0% | +593.4% | -693.4% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling