-99.9%
SOXS vs CSGP
-63.4%
-36.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.7% | -8.0% | -15.3% |
| 7D | +36.2% | +1.3% | +35.0% | +36.4% |
| 30D | +131.5% | +10.7% | +120.8% | +140.5% |
| 3M | +60.5% | +3.3% | +57.2% | +56.5% |
| 6M | -25.9% | -10.3% | -15.6% | -46.3% |
| YTD | -88.3% | -54.6% | -33.7% | -96.6% |
| 1Y | -89.6% | -54.6% | -35.0% | -97.0% |
| 3Y | -99.6% | -60.3% | -39.3% | -99.9% |
| All | -99.9% | -63.4% | -36.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling