-100.0%
SOXS vs CL
+214.9%
-314.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.5% | -8.7% | -11.7% |
| 7D | -7.0% | -2.2% | -4.8% | -9.2% |
| 30D | +2.8% | -4.8% | +7.6% | -2.9% |
| 3M | -9.8% | +4.9% | -14.8% | -11.0% |
| 6M | -99.2% | -5.7% | -93.5% | -99.4% |
| YTD | -99.5% | +14.4% | -113.9% | -99.5% |
| 1Y | -99.8% | +8.7% | -108.5% | -99.8% |
| 3Y | -100.0% | +30.0% | -130.0% | -100.0% |
| 5Y | -100.0% | +28.4% | -128.4% | -100.0% |
| 10Y | -100.0% | +50.1% | -150.1% | -100.0% |
| All | -100.0% | +214.9% | -314.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling