-100.0%
SOXS vs CP
+30.0%
-130.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -4.1% |
| 7D | -16.6% | +0.6% | -17.2% | -15.7% |
| 30D | -4.4% | -0.5% | -3.9% | -4.8% |
| 3M | -26.2% | +0.1% | -26.3% | -29.0% |
| 6M | -99.3% | +7.8% | -107.1% | -98.2% |
| YTD | -99.5% | +22.9% | -122.4% | -98.5% |
| 1Y | -99.8% | +21.3% | -121.1% | -99.3% |
| 3Y | -100.0% | +20.4% | -120.3% | -99.9% |
| 5Y | -100.0% | +34.9% | -134.9% | -100.0% |
| All | -100.0% | +30.0% | -130.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling