-99.8%
SOXS vs CPB
-32.6%
-67.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -3.4% | -6.8% | -5.5% |
| 7D | -7.0% | -8.6% | +1.6% | +4.6% |
| 30D | +2.8% | -7.2% | +10.0% | +12.6% |
| 3M | -9.8% | +0.9% | -10.7% | -7.7% |
| 6M | -99.2% | -11.8% | -87.4% | -98.7% |
| YTD | -99.5% | -19.4% | -80.1% | -99.2% |
| 1Y | -99.8% | -30.4% | -69.4% | -99.6% |
| All | -99.8% | -32.6% | -67.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling