-100.0%
SOXS vs CL
+84.6%
-184.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.1% | -18.0% | -18.2% |
| 7D | -22.3% | -0.8% | -21.5% | -22.6% |
| 30D | +21.9% | +9.5% | +12.3% | +26.3% |
| 3M | +4.2% | +6.8% | -2.6% | +5.4% |
| 6M | -43.4% | +14.3% | -57.7% | -42.4% |
| YTD | -92.5% | +27.0% | -119.5% | -91.6% |
| 1Y | -93.5% | +26.3% | -119.7% | -92.8% |
| 3Y | -99.7% | +39.3% | -139.0% | -99.7% |
| 5Y | -99.9% | +41.5% | -141.5% | -99.9% |
| 10Y | -100.0% | +84.1% | -184.1% | -100.0% |
| All | -100.0% | +84.6% | -184.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling