-99.8%
SOXS vs CRS
+102.1%
-201.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.7% | -11.9% | -8.1% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | +2.8% | -16.6% | +19.4% | -16.9% |
| 3M | -9.8% | -3.5% | -6.4% | -6.6% |
| 6M | -99.2% | +15.4% | -114.6% | -98.1% |
| YTD | -99.5% | +51.2% | -150.7% | -98.6% |
| 1Y | -99.8% | +98.3% | -198.1% | -99.3% |
| All | -99.8% | +102.1% | -201.8% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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