-100.0%
SOXS vs CSGP
+41.1%
-141.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -6.9% |
| 7D | -15.6% | -5.1% | -10.5% | -20.7% |
| 30D | +4.8% | +0.3% | +4.4% | +3.0% |
| 3M | -21.6% | -9.1% | -12.5% | -41.2% |
| 6M | -99.3% | -37.3% | -62.0% | -100.0% |
| YTD | -99.5% | -54.9% | -44.6% | -100.0% |
| 1Y | -99.8% | -65.5% | -34.2% | -100.0% |
| 3Y | -100.0% | -63.3% | -36.7% | -100.0% |
| 5Y | -100.0% | -65.8% | -34.2% | -100.0% |
| 10Y | -100.0% | +40.1% | -140.1% | -100.0% |
| All | -100.0% | +41.1% | -141.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling