-100.0%
SOXS vs CP
+937.0%
-1,037.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | 0.0% | -18.1% | -18.2% |
| 7D | -22.3% | -0.7% | -21.6% | -22.6% |
| 30D | +21.9% | +9.6% | +12.2% | +39.7% |
| 3M | +4.2% | +2.2% | +2.0% | +6.5% |
| 6M | -43.4% | +11.1% | -54.5% | -35.0% |
| YTD | -92.5% | +28.2% | -120.7% | -88.5% |
| 1Y | -93.5% | +32.2% | -125.6% | -89.3% |
| 3Y | -99.7% | +35.5% | -135.2% | -99.3% |
| 5Y | -99.9% | +26.8% | -126.7% | -99.8% |
| 10Y | -100.0% | +256.9% | -356.9% | -100.0% |
| All | -100.0% | +937.0% | -1,037.0% | -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 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