-99.9%
SOXS vs CL
+41.5%
-141.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +1.4% | -23.7% | -23.2% |
| 7D | -5.1% | +0.5% | -5.6% | -5.3% |
| 30D | +60.4% | +11.6% | +48.8% | +52.5% |
| 3M | +32.7% | +5.6% | +27.1% | +30.0% |
| 6M | -36.2% | +13.2% | -49.3% | -37.8% |
| YTD | -90.9% | +26.9% | -117.8% | -91.3% |
| 1Y | -92.2% | +27.3% | -119.5% | -92.5% |
| 3Y | -99.7% | +39.7% | -139.4% | -99.7% |
| All | -99.9% | +41.5% | -141.4% | -99.9% |
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