-100.0%
SOXS vs CSX
+68.3%
-168.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -6.3% |
| 7D | -15.6% | +0.6% | -16.2% | -14.7% |
| 30D | +4.8% | -2.3% | +7.0% | +1.4% |
| 3M | -21.6% | +4.3% | -25.9% | -14.1% |
| 6M | -99.3% | +23.4% | -122.7% | -98.3% |
| YTD | -99.5% | +36.4% | -135.9% | -98.5% |
| 1Y | -99.8% | +53.0% | -152.8% | -99.2% |
| 3Y | -100.0% | +70.6% | -170.6% | -99.9% |
| All | -100.0% | +68.3% | -168.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling