-91.6%
SOXS vs CP
+35.2%
-126.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +10.2% |
| 7D | +46.7% | +5.6% | +41.1% | +49.6% |
| 30D | +97.0% | +10.0% | +86.9% | +105.8% |
| 3M | +39.5% | +4.4% | +35.1% | +40.3% |
| 6M | -54.9% | +14.1% | -69.0% | -48.7% |
| YTD | -90.4% | +29.1% | -119.4% | -87.7% |
| 1Y | -91.6% | +34.6% | -126.2% | -88.3% |
| All | -91.6% | +35.2% | -126.9% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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