-99.8%
SOXS vs CL
+7.3%
-107.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.0% |
| 7D | -16.6% | -2.3% | -14.3% | -11.9% |
| 30D | -4.4% | -5.5% | +1.1% | +8.9% |
| 3M | -26.2% | +0.8% | -27.1% | -21.0% |
| 6M | -99.3% | -4.2% | -95.1% | -99.0% |
| YTD | -99.5% | +13.4% | -113.0% | -99.6% |
| 1Y | -99.8% | +7.1% | -106.8% | -99.8% |
| All | -99.8% | +7.3% | -107.1% | -99.8% |
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