-100.0%
SOXS vs CL
+28.9%
-128.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.3% |
| 7D | -15.6% | -1.4% | -14.2% | -13.8% |
| 30D | +4.8% | -5.2% | +10.0% | +13.1% |
| 3M | -21.6% | +3.3% | -24.9% | -20.0% |
| 6M | -99.3% | -4.4% | -95.0% | -99.2% |
| YTD | -99.5% | +13.9% | -113.4% | -99.5% |
| 1Y | -99.8% | +7.6% | -107.4% | -99.8% |
| 3Y | -100.0% | +29.6% | -129.6% | -100.0% |
| All | -100.0% | +28.9% | -128.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling