-100.0%
SOXS vs CL
+88.0%
-188.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.8% | +9.3% | +12.0% |
| 7D | -28.4% | +3.2% | -31.6% | -27.2% |
| 30D | +19.4% | +8.0% | +11.4% | +22.8% |
| 3M | +28.2% | +7.9% | +20.3% | +30.1% |
| 6M | -37.7% | +14.7% | -52.4% | -36.8% |
| YTD | -91.6% | +29.2% | -120.8% | -90.5% |
| 1Y | -93.1% | +29.5% | -122.6% | -92.2% |
| 3Y | -99.7% | +40.7% | -140.4% | -99.6% |
| 5Y | -99.9% | +43.9% | -143.8% | -99.9% |
| All | -100.0% | +88.0% | -188.0% | -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