-99.7%
SOXS vs CNH
+20.2%
-119.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +11.0% | +5.1% |
| 7D | -9.4% | -2.5% | -7.0% | -11.2% |
| 30D | +6.2% | +27.0% | -20.8% | +38.5% |
| 3M | -28.0% | +32.6% | -60.6% | +4.0% |
| 6M | -99.2% | +23.6% | -122.8% | -98.4% |
| YTD | -99.5% | +47.8% | -147.3% | -98.8% |
| 1Y | -99.7% | +21.3% | -121.0% | -99.5% |
| All | -99.7% | +20.2% | -119.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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