-93.5%
SOXS vs CSGP
-55.2%
-38.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.2% | -17.9% | -17.9% |
| 7D | -22.3% | -7.1% | -15.2% | -16.8% |
| 30D | +21.9% | +3.6% | +18.2% | +18.4% |
| 3M | +4.2% | -2.7% | +6.9% | +7.4% |
| 6M | -43.4% | -8.0% | -35.3% | -38.8% |
| YTD | -92.5% | -55.0% | -37.5% | -92.8% |
| 1Y | -93.5% | -55.8% | -37.7% | -93.8% |
| All | -93.5% | -55.2% | -38.3% | -93.8% |
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