-100.0%
SOXS vs CSX
+1,090.4%
-1,190.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.9% | -11.1% | -8.7% |
| 7D | -7.0% | -3.4% | -3.6% | -11.9% |
| 30D | +2.8% | -3.1% | +5.9% | -2.0% |
| 3M | -9.8% | +7.2% | -17.0% | +2.7% |
| 6M | -99.2% | +16.2% | -115.4% | -98.1% |
| YTD | -99.5% | +37.5% | -137.0% | -98.4% |
| 1Y | -99.8% | +53.2% | -153.0% | -99.1% |
| 3Y | -100.0% | +68.2% | -168.2% | -99.9% |
| 5Y | -100.0% | +65.2% | -165.2% | -100.0% |
| 10Y | -100.0% | +504.1% | -604.1% | -100.0% |
| All | -100.0% | +1,090.4% | -1,190.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling