-100.0%
SOXS vs CMCSA
-47.2%
-52.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.5% |
| 7D | -4.7% | -4.9% | +0.1% | -8.7% |
| 30D | +7.7% | -1.1% | +8.8% | +5.9% |
| 3M | -10.2% | +6.6% | -16.7% | -8.7% |
| 6M | -99.2% | -15.5% | -83.7% | -99.4% |
| YTD | -99.5% | -6.7% | -92.8% | -99.6% |
| 1Y | -99.8% | -15.6% | -84.2% | -99.8% |
| 3Y | -100.0% | -33.7% | -66.3% | -100.0% |
| All | -100.0% | -47.2% | -52.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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