-100.0%
SOXS vs CL
+30.0%
-130.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -15.6% | -1.4% | -14.2% | -14.9% |
| 30D | +4.8% | -5.2% | +10.0% | +7.9% |
| 3M | -21.6% | +3.3% | -24.9% | -20.3% |
| 6M | -99.3% | -4.4% | -95.0% | -99.3% |
| 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% |
| 5Y | -100.0% | +28.1% | -128.1% | -100.0% |
| All | -100.0% | +30.0% | -130.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling