-91.6%
SOXS vs CSX
+48.0%
-139.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.1% | +10.6% |
| 7D | +46.7% | +0.1% | +46.5% | +46.4% |
| 30D | +97.0% | +9.7% | +87.2% | +109.7% |
| 3M | +39.5% | +2.3% | +37.3% | +34.6% |
| 6M | -54.9% | +17.1% | -72.0% | -44.5% |
| YTD | -90.4% | +44.9% | -135.3% | -82.8% |
| 1Y | -91.6% | +47.1% | -138.7% | -84.3% |
| All | -91.6% | +48.0% | -139.6% | -84.3% |
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