-100.0%
SOXS vs CRM
+11.5%
-111.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -4.7% |
| 7D | -4.7% | -4.4% | -0.3% | -6.7% |
| 30D | +7.7% | +28.1% | -20.4% | +22.3% |
| 3M | -10.2% | +48.8% | -59.0% | +4.6% |
| 6M | -99.2% | +28.3% | -127.5% | -99.3% |
| YTD | -99.5% | -6.0% | -93.5% | -99.7% |
| 1Y | -99.8% | +1.4% | -101.2% | -99.8% |
| 3Y | -100.0% | +11.8% | -111.8% | -100.0% |
| All | -100.0% | +11.5% | -111.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling