+4.2%
SOXS vs CP
+3.7%
+0.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | 0.0% | -18.1% | -18.1% |
| 7D | -22.3% | -0.7% | -21.6% | -21.5% |
| 30D | +21.9% | +9.6% | +12.2% | +16.5% |
| 3M | +4.2% | +2.2% | +2.0% | -6.1% |
| All | +4.2% | +3.7% | +0.5% | -6.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling