-99.8%
SOXS vs CSX
+51.3%
-151.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -3.9% |
| 7D | -16.6% | -0.6% | -16.0% | -17.3% |
| 30D | -4.4% | -3.2% | -1.1% | -8.7% |
| 3M | -26.2% | +2.6% | -28.8% | -20.9% |
| 6M | -99.3% | +19.8% | -119.1% | -98.1% |
| YTD | -99.5% | +34.7% | -134.2% | -98.7% |
| 1Y | -99.8% | +52.1% | -151.9% | -99.3% |
| All | -99.8% | +51.3% | -151.1% | -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