-89.6%
SOXS vs CRBG
+15.6%
-105.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.4% | -12.2% | -13.0% |
| 7D | +36.2% | -2.1% | +38.3% | +34.7% |
| 30D | +131.5% | -0.9% | +132.4% | +131.8% |
| 3M | +60.5% | +1.0% | +59.5% | +62.8% |
| 6M | -25.9% | +23.5% | -49.4% | -9.4% |
| YTD | -88.3% | +16.0% | -104.3% | -85.5% |
| 1Y | -89.6% | +17.9% | -107.5% | -86.6% |
| All | -89.6% | +15.6% | -105.2% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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