-91.6%
SOXS vs CRWD
+78.6%
-170.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.3% | +7.9% |
| 7D | +46.7% | -9.6% | +56.3% | +40.2% |
| 30D | +97.0% | -11.6% | +108.6% | +90.2% |
| 3M | +39.5% | +14.1% | +25.4% | +51.1% |
| 6M | -54.9% | +105.4% | -160.4% | -31.4% |
| YTD | -90.4% | +105.6% | -196.0% | -87.0% |
| 1Y | -91.6% | +80.6% | -172.2% | -91.2% |
| All | -91.6% | +78.6% | -170.2% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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