-100.0%
SOXS vs CLF
+80.0%
-180.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.5% |
| 7D | -43.7% | +16.0% | -59.7% | -36.2% |
| 30D | +22.2% | +1.6% | +20.5% | +33.6% |
| 3M | +13.0% | +6.7% | +6.3% | +30.7% |
| 6M | -47.7% | +21.1% | -68.8% | -28.0% |
| YTD | -92.5% | -1.6% | -90.9% | -90.1% |
| 1Y | -93.1% | +18.5% | -111.6% | -89.5% |
| 3Y | -99.7% | -21.0% | -78.7% | -99.5% |
| 5Y | -99.9% | -41.4% | -58.5% | -99.8% |
| All | -100.0% | +80.0% | -180.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling