-99.9%
SOXS vs CRCL
+31.3%
-131.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.5% |
| 7D | -4.7% | -11.2% | +6.5% | -6.7% |
| 30D | +7.7% | +27.1% | -19.4% | +13.4% |
| 3M | -10.2% | +9.6% | -19.8% | -5.5% |
| 6M | -99.2% | -19.7% | -79.5% | -99.3% |
| YTD | -99.5% | +14.2% | -113.8% | -99.5% |
| 1Y | -99.8% | -32.2% | -67.5% | -99.8% |
| All | -99.9% | +31.3% | -131.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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