-43.4%
SOXS vs CL
+13.4%
-56.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.1% | -18.0% | -17.8% |
| 7D | -22.3% | -0.8% | -21.5% | -20.7% |
| 30D | +21.9% | +9.5% | +12.3% | -13.5% |
| 3M | +4.2% | +6.8% | -2.6% | -16.2% |
| 6M | -43.4% | +14.3% | -57.7% | -62.2% |
| All | -43.4% | +13.4% | -56.8% | -62.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling