-91.6%
SOXS vs CTSH
-7.5%
-84.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +5.1% |
| 7D | +46.7% | -0.9% | +47.5% | +48.4% |
| 30D | +97.0% | +13.1% | +83.9% | +74.1% |
| 3M | +39.5% | +17.9% | +21.7% | +17.7% |
| 6M | -54.9% | +28.5% | -83.4% | -67.3% |
| YTD | -90.4% | -19.3% | -71.1% | -93.8% |
| 1Y | -91.6% | -7.6% | -84.0% | -93.6% |
| All | -91.6% | -7.5% | -84.2% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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