-100.0%
SOXS vs CPB
+9.0%
-109.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -3.4% | -6.8% | -11.1% |
| 7D | -7.0% | -8.6% | +1.6% | -9.2% |
| 30D | +2.8% | -7.2% | +10.0% | +0.7% |
| 3M | -9.8% | +0.9% | -10.7% | -10.9% |
| 6M | -99.2% | -11.8% | -87.4% | -99.3% |
| YTD | -99.5% | -19.4% | -80.1% | -99.6% |
| 1Y | -99.8% | -30.4% | -69.4% | -99.8% |
| 3Y | -100.0% | -40.2% | -59.8% | -100.0% |
| 5Y | -100.0% | -39.5% | -60.5% | -100.0% |
| 10Y | -100.0% | -47.4% | -52.6% | -100.0% |
| All | -100.0% | +9.0% | -109.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling