-100.0%
SOXS vs CIEN
+2,119.1%
-2,219.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.3% | -11.2% | +1.9% |
| 7D | -15.6% | -5.3% | -10.3% | -20.1% |
| 30D | +4.8% | -17.2% | +22.0% | -10.4% |
| 3M | -21.6% | -26.9% | +5.2% | -27.9% |
| 6M | -99.3% | +16.0% | -115.4% | -98.1% |
| YTD | -99.5% | +45.9% | -145.5% | -98.1% |
| 1Y | -99.8% | +186.8% | -286.6% | -98.0% |
| 3Y | -100.0% | +607.8% | -707.8% | -99.3% |
| 5Y | -100.0% | +506.7% | -606.7% | -99.8% |
| 10Y | -100.0% | +1,438.7% | -1,538.7% | -100.0% |
| All | -100.0% | +2,119.1% | -2,219.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling