-100.0%
SOXS vs CSGP
+65.4%
-165.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.2% | -17.9% | -18.3% |
| 7D | -22.3% | -7.1% | -15.2% | -27.5% |
| 30D | +21.9% | +3.6% | +18.2% | +19.6% |
| 3M | +4.2% | -2.7% | +6.9% | -7.9% |
| 6M | -43.4% | -8.0% | -35.3% | -61.4% |
| YTD | -92.5% | -55.0% | -37.5% | -98.3% |
| 1Y | -93.5% | -55.8% | -37.7% | -98.6% |
| 3Y | -99.7% | -62.0% | -37.7% | -99.9% |
| 5Y | -99.9% | -62.9% | -37.0% | -100.0% |
| 10Y | -100.0% | +62.6% | -162.6% | -100.0% |
| All | -100.0% | +65.4% | -165.4% | -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