-100.0%
SOXS vs CP
+257.3%
-357.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.5% | +11.5% | +10.2% |
| 7D | -28.4% | +2.1% | -30.6% | -24.7% |
| 30D | +19.4% | +9.3% | +10.1% | +38.8% |
| 3M | +28.2% | +0.5% | +27.7% | +26.6% |
| 6M | -37.7% | +10.4% | -48.1% | -28.1% |
| YTD | -91.6% | +28.7% | -120.3% | -86.3% |
| 1Y | -93.1% | +33.2% | -126.2% | -87.7% |
| 3Y | -99.7% | +38.4% | -138.1% | -99.1% |
| 5Y | -99.9% | +26.2% | -126.1% | -99.7% |
| All | -100.0% | +257.3% | -357.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling