-99.2%
SOXS vs CRM
+26.8%
-126.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -7.3% |
| 7D | -4.7% | -4.4% | -0.3% | -0.9% |
| 30D | +7.7% | +28.1% | -20.4% | -21.1% |
| 3M | -10.2% | +48.8% | -59.0% | -45.7% |
| 6M | -99.2% | +28.3% | -127.5% | -99.4% |
| All | -99.2% | +26.8% | -126.0% | -99.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling