-100.0%
SOXS vs CPB
-40.6%
-59.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.4% |
| 7D | -16.6% | -8.0% | -8.6% | -10.7% |
| 30D | -4.4% | -2.4% | -1.9% | -2.4% |
| 3M | -26.2% | +0.5% | -26.8% | -24.7% |
| 6M | -99.3% | -10.5% | -88.8% | -99.0% |
| YTD | -99.5% | -17.5% | -82.0% | -99.4% |
| 1Y | -99.8% | -31.0% | -68.7% | -99.7% |
| All | -100.0% | -40.6% | -59.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling