-100.0%
SOXS vs COR
+1,599.9%
-1,699.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -6.6% |
| 7D | -15.6% | -1.9% | -13.7% | -17.3% |
| 30D | +4.8% | +1.5% | +3.2% | +4.9% |
| 3M | -21.6% | +18.7% | -40.3% | -12.9% |
| 6M | -99.3% | -9.0% | -90.3% | -99.6% |
| YTD | -99.5% | -3.3% | -96.2% | -99.7% |
| 1Y | -99.8% | +9.8% | -109.6% | -99.8% |
| 3Y | -100.0% | +87.4% | -187.3% | -100.0% |
| 5Y | -100.0% | +180.5% | -280.5% | -100.0% |
| 10Y | -100.0% | +398.1% | -498.1% | -100.0% |
| All | -100.0% | +1,599.9% | -1,699.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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