-87.2%
SOXS vs CNQ
+60.9%
-148.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -1.5% | +40.7% | +39.7% |
| 7D | +94.9% | -11.2% | +106.1% | +102.8% |
| 30D | +174.1% | +1.7% | +172.4% | +167.3% |
| 3M | +82.4% | +10.3% | +72.1% | +72.2% |
| 6M | -27.7% | +4.3% | -32.0% | -30.8% |
| YTD | -86.6% | +48.7% | -135.3% | -86.9% |
| 1Y | -87.2% | +57.9% | -145.1% | -88.0% |
| All | -87.2% | +60.9% | -148.1% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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