-100.0%
SOXS vs CRS
+1,732.1%
-1,832.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -16.6% | -0.5% | -16.0% | -17.0% |
| 30D | -4.4% | -18.1% | +13.7% | -21.7% |
| 3M | -26.2% | -12.4% | -13.8% | -29.2% |
| 6M | -99.3% | +15.9% | -115.2% | -98.2% |
| YTD | -99.5% | +45.8% | -145.4% | -98.5% |
| 1Y | -99.8% | +87.8% | -187.5% | -99.0% |
| 3Y | -100.0% | +648.7% | -748.7% | -99.5% |
| 5Y | -100.0% | +1,416.6% | -1,516.6% | -99.7% |
| 10Y | -100.0% | +1,412.7% | -1,512.7% | -100.0% |
| All | -100.0% | +1,732.1% | -1,832.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling