-91.6%
SOXS vs CSGP
-53.2%
-38.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.7% | +4.6% |
| 7D | +46.7% | +18.3% | +28.4% | +25.8% |
| 30D | +97.0% | +17.8% | +79.2% | +70.3% |
| 3M | +39.5% | +9.3% | +30.3% | +29.3% |
| 6M | -54.9% | -7.9% | -47.0% | -54.2% |
| YTD | -90.4% | -51.5% | -38.8% | -91.6% |
| 1Y | -91.6% | -53.3% | -38.3% | -93.0% |
| All | -91.6% | -53.2% | -38.4% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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