-100.0%
SOXS vs CTSH
+34.5%
-134.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +10.2% |
| 7D | -28.4% | -2.1% | -26.3% | -31.0% |
| 30D | +19.4% | +1.4% | +18.0% | +15.3% |
| 3M | +28.2% | +7.5% | +20.7% | +26.9% |
| 6M | -37.7% | +39.6% | -77.3% | -31.4% |
| YTD | -91.6% | -22.3% | -69.3% | -97.2% |
| 1Y | -93.1% | -12.0% | -81.1% | -97.0% |
| 3Y | -99.7% | +1.8% | -101.5% | -99.7% |
| 5Y | -99.9% | -15.8% | -84.1% | -99.9% |
| All | -100.0% | +34.5% | -134.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling