-100.0%
SOXS vs CPB
+17.6%
-117.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.2% | +7.9% | +11.7% |
| 7D | -28.4% | -1.6% | -26.9% | -28.8% |
| 30D | +19.4% | +19.2% | +0.2% | +23.3% |
| 3M | +28.2% | -0.9% | +29.1% | +25.2% |
| 6M | -37.7% | +15.2% | -52.9% | -37.2% |
| YTD | -91.6% | -13.1% | -78.6% | -92.5% |
| 1Y | -93.1% | -22.4% | -70.6% | -94.1% |
| 3Y | -99.7% | -35.3% | -64.4% | -99.8% |
| 5Y | -99.9% | -33.0% | -66.9% | -99.9% |
| 10Y | -100.0% | -39.2% | -60.8% | -100.0% |
| All | -100.0% | +17.6% | -117.6% | -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