-99.6%
SOXS vs CSGP
-60.4%
-39.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.7% | -8.0% | -12.2% |
| 7D | +36.2% | +1.3% | +35.0% | +36.2% |
| 30D | +131.5% | +10.7% | +120.8% | +134.0% |
| 3M | +60.5% | +3.3% | +57.2% | +61.7% |
| 6M | -25.9% | -10.3% | -15.6% | -35.1% |
| YTD | -88.3% | -54.6% | -33.7% | -94.5% |
| 1Y | -89.6% | -54.6% | -35.0% | -95.1% |
| 3Y | -99.6% | -60.3% | -39.3% | -99.8% |
| All | -99.6% | -60.4% | -39.2% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling