-99.8%
SOXS vs CSX
+55.3%
-155.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.9% | -11.1% | -8.9% |
| 7D | -7.0% | -3.4% | -3.6% | -11.4% |
| 30D | +2.8% | -3.1% | +5.9% | -1.5% |
| 3M | -9.8% | +7.2% | -17.0% | +3.4% |
| 6M | -99.2% | +16.2% | -115.4% | -98.0% |
| YTD | -99.5% | +37.5% | -137.0% | -98.6% |
| 1Y | -99.8% | +53.2% | -153.0% | -99.3% |
| All | -99.8% | +55.3% | -155.1% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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