-100.0%
SOXS vs CLF
-14.9%
-85.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -6.1% |
| 7D | -15.6% | +6.5% | -22.1% | -11.3% |
| 30D | +4.8% | +0.2% | +4.5% | +6.0% |
| 3M | -21.6% | -3.1% | -18.6% | -18.7% |
| 6M | -99.3% | +25.0% | -124.4% | -98.3% |
| YTD | -99.5% | -7.5% | -92.1% | -99.0% |
| 1Y | -99.8% | +11.5% | -111.3% | -99.4% |
| 3Y | -100.0% | -13.7% | -86.3% | -99.9% |
| All | -100.0% | -14.9% | -85.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling