-100.0%
SOXS vs CSGP
+644.6%
-744.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.4% | -7.8% | -13.0% |
| 7D | -7.0% | -4.1% | -2.9% | -11.7% |
| 30D | +2.8% | +2.3% | +0.5% | +3.4% |
| 3M | -9.8% | -8.2% | -1.7% | -32.3% |
| 6M | -99.2% | -35.1% | -64.1% | -100.0% |
| YTD | -99.5% | -54.0% | -45.5% | -100.0% |
| 1Y | -99.8% | -65.3% | -34.5% | -100.0% |
| 3Y | -100.0% | -62.6% | -37.4% | -100.0% |
| 5Y | -100.0% | -64.8% | -35.2% | -100.0% |
| 10Y | -100.0% | +45.1% | -145.1% | -100.0% |
| All | -100.0% | +644.6% | -744.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling