-99.8%
SOXS vs CTSH
-11.6%
-88.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.9% | -8.4% | -8.5% |
| 7D | -4.7% | -3.7% | -1.0% | -1.1% |
| 30D | +7.7% | +3.7% | +4.0% | +3.4% |
| 3M | -10.2% | +17.9% | -28.1% | -27.7% |
| 6M | -99.2% | -2.6% | -96.6% | -99.3% |
| YTD | -99.5% | -26.4% | -73.1% | -99.7% |
| 1Y | -99.8% | -13.0% | -86.7% | -99.8% |
| All | -99.8% | -11.6% | -88.1% | -99.8% |
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