-100.0%
SOXS vs CSX
+502.6%
-602.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.4% | +6.7% | +10.5% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | +6.2% | -1.5% | +7.7% | +3.7% |
| 3M | -28.0% | +6.0% | -34.0% | -19.5% |
| 6M | -99.2% | +20.6% | -119.8% | -98.0% |
| YTD | -99.5% | +36.5% | -136.0% | -98.4% |
| 1Y | -99.7% | +55.0% | -154.7% | -99.0% |
| 3Y | -100.0% | +70.8% | -170.7% | -99.9% |
| 5Y | -100.0% | +69.6% | -169.6% | -100.0% |
| All | -100.0% | +502.6% | -602.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling