-100.0%
SOXS vs CL
+249.2%
-349.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.8% |
| 7D | -43.7% | -0.8% | -42.9% | -44.1% |
| 30D | +22.2% | +9.5% | +12.7% | +29.8% |
| 3M | +13.0% | +6.6% | +6.3% | +15.3% |
| 6M | -47.7% | +13.2% | -60.9% | -46.8% |
| YTD | -92.5% | +26.9% | -119.3% | -91.2% |
| 1Y | -93.1% | +27.6% | -120.7% | -92.0% |
| 3Y | -99.7% | +39.1% | -138.8% | -99.7% |
| 5Y | -99.9% | +41.3% | -141.2% | -99.9% |
| 10Y | -100.0% | +83.9% | -183.9% | -100.0% |
| All | -100.0% | +249.2% | -349.2% | -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