-100.0%
SOXS vs CLF
+74.2%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.2% | +14.3% | +8.8% |
| 7D | -28.4% | +10.4% | -38.8% | -21.6% |
| 30D | +19.4% | +0.6% | +18.9% | +29.6% |
| 3M | +28.2% | +4.1% | +24.0% | +46.0% |
| 6M | -37.7% | +15.1% | -52.8% | -17.2% |
| YTD | -91.6% | -4.7% | -86.9% | -89.2% |
| 1Y | -93.1% | +20.4% | -113.4% | -89.3% |
| 3Y | -99.7% | -23.4% | -76.3% | -99.4% |
| 5Y | -99.9% | -43.3% | -56.7% | -99.8% |
| All | -100.0% | +74.2% | -174.2% | -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