-99.8%
SOXS vs CRH
-14.7%
-85.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.4% | -12.6% | -6.6% |
| 7D | -7.0% | -1.7% | -5.3% | -8.7% |
| 30D | +2.8% | -5.4% | +8.2% | -5.1% |
| 3M | -9.8% | -11.2% | +1.4% | -25.3% |
| 6M | -99.2% | -15.8% | -83.3% | -98.9% |
| YTD | -99.5% | -23.6% | -75.9% | -99.4% |
| 1Y | -99.8% | -14.6% | -85.2% | -99.7% |
| All | -99.8% | -14.7% | -85.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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