-91.6%
SOXS vs COST
+12.8%
-104.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +2.9% |
| 7D | +46.7% | +6.6% | +40.0% | +30.0% |
| 30D | +97.0% | +13.5% | +83.5% | +58.8% |
| 3M | +39.5% | +10.6% | +29.0% | +18.3% |
| 6M | -54.9% | +3.6% | -58.6% | -57.3% |
| YTD | -90.4% | +22.1% | -112.5% | -90.5% |
| 1Y | -91.6% | +11.9% | -103.5% | -92.1% |
| All | -91.6% | +12.8% | -104.4% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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