-100.0%
SOXS vs CPB
-45.3%
-54.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.8% | -5.6% |
| 7D | -4.7% | -1.8% | -3.0% | -4.7% |
| 30D | +7.7% | -7.1% | +14.8% | +8.2% |
| 3M | -10.2% | -6.0% | -4.1% | -10.0% |
| 6M | -99.2% | -5.3% | -93.9% | -99.2% |
| YTD | -99.5% | -20.8% | -78.7% | -99.5% |
| 1Y | -99.8% | -33.8% | -65.9% | -99.8% |
| 3Y | -100.0% | -43.7% | -56.2% | -100.0% |
| 5Y | -100.0% | -40.7% | -59.3% | -100.0% |
| All | -100.0% | -45.3% | -54.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling