-100.0%
SOXS vs CTAS
+107.0%
-207.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.8% | +8.9% | +6.8% |
| 7D | -9.4% | -1.3% | -8.1% | -11.3% |
| 30D | +6.2% | -3.1% | +9.2% | -0.1% |
| 3M | -28.0% | +10.3% | -38.3% | -24.5% |
| 6M | -99.2% | +1.6% | -100.8% | -99.6% |
| YTD | -99.5% | +6.3% | -105.8% | -99.7% |
| 1Y | -99.7% | -0.5% | -99.3% | -99.9% |
| 3Y | -100.0% | +64.6% | -164.6% | -100.0% |
| 5Y | -100.0% | +106.0% | -206.0% | -100.0% |
| All | -100.0% | +107.0% | -207.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 5y: compounded portfolio wealth divided by compounded CTAS 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…
5y analysis · Full analysis span regression · 6 months rolling