-91.6%
SOXS vs CNC
+122.0%
-213.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +12.6% | -3.9% | +7.0% |
| 7D | +46.7% | +13.4% | +33.3% | +44.0% |
| 30D | +97.0% | +18.2% | +78.8% | +93.2% |
| 3M | +39.5% | +18.6% | +20.9% | +37.4% |
| 6M | -54.9% | +41.9% | -96.8% | -55.1% |
| YTD | -90.4% | +84.7% | -175.1% | -89.5% |
| 1Y | -91.6% | +110.5% | -202.1% | -90.7% |
| All | -91.6% | +122.0% | -213.6% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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