-91.6%
SOXS vs CRM
-11.3%
-80.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +7.3% |
| 7D | +46.7% | -6.2% | +52.9% | +52.6% |
| 30D | +97.0% | -1.2% | +98.1% | +98.5% |
| 3M | +39.5% | +19.1% | +20.4% | +20.6% |
| 6M | -54.9% | +23.0% | -77.9% | -63.5% |
| YTD | -90.4% | -13.7% | -76.7% | -92.9% |
| 1Y | -91.6% | -10.0% | -81.7% | -93.7% |
| All | -91.6% | -11.3% | -80.4% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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