-100.0%
SOXS vs CP
+941.2%
-1,041.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.5% | +11.5% | +10.3% |
| 7D | -28.4% | +2.1% | -30.6% | -25.2% |
| 30D | +19.4% | +9.3% | +10.1% | +36.5% |
| 3M | +28.2% | +0.5% | +27.7% | +27.1% |
| 6M | -37.7% | +10.4% | -48.1% | -29.1% |
| YTD | -91.6% | +28.7% | -120.3% | -87.0% |
| 1Y | -93.1% | +33.2% | -126.2% | -88.5% |
| 3Y | -99.7% | +38.4% | -138.1% | -99.2% |
| 5Y | -99.9% | +26.2% | -126.1% | -99.8% |
| 10Y | -100.0% | +258.4% | -358.4% | -100.0% |
| All | -100.0% | +941.2% | -1,041.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling