-100.0%
SOXS vs CP
+910.8%
-1,010.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -9.6% |
| 7D | -7.0% | -2.7% | -4.3% | -10.8% |
| 30D | +2.8% | +0.2% | +2.6% | +3.9% |
| 3M | -9.8% | +2.6% | -12.4% | -9.0% |
| 6M | -99.2% | +6.0% | -105.2% | -98.2% |
| YTD | -99.5% | +24.9% | -124.4% | -98.6% |
| 1Y | -99.8% | +20.1% | -119.9% | -99.4% |
| 3Y | -100.0% | +16.4% | -116.4% | -99.9% |
| 5Y | -100.0% | +31.7% | -131.7% | -100.0% |
| 10Y | -100.0% | +223.9% | -323.9% | -100.0% |
| All | -100.0% | +910.8% | -1,010.8% | -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