-100.0%
SOXS vs CRBG
+117.3%
-217.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -3.8% |
| 7D | -4.7% | +0.6% | -5.3% | -4.2% |
| 30D | +7.7% | +2.6% | +5.1% | +10.9% |
| 3M | -10.2% | +24.0% | -34.1% | +16.7% |
| 6M | -99.2% | +50.5% | -149.7% | -99.0% |
| YTD | -99.5% | +17.1% | -116.7% | -99.6% |
| 1Y | -99.8% | +5.9% | -105.6% | -99.8% |
| 3Y | -100.0% | +122.7% | -222.7% | -99.9% |
| All | -100.0% | +117.3% | -217.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling