-91.6%
SOXS vs CL
+33.4%
-125.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.3% | +5.5% | +1.2% |
| 7D | +46.7% | +7.7% | +38.9% | +26.3% |
| 30D | +97.0% | +15.2% | +81.7% | +52.1% |
| 3M | +39.5% | +7.3% | +32.2% | +24.7% |
| 6M | -54.9% | +17.0% | -71.9% | -61.5% |
| YTD | -90.4% | +28.0% | -118.4% | -93.6% |
| 1Y | -91.6% | +32.1% | -123.8% | -94.8% |
| All | -91.6% | +33.4% | -125.1% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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