-100.0%
SOXS vs CLF
-47.6%
-52.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -3.2% |
| 7D | -16.6% | -2.7% | -13.9% | -18.3% |
| 30D | -4.4% | -3.2% | -1.2% | -5.8% |
| 3M | -26.2% | -5.0% | -21.3% | -24.5% |
| 6M | -99.3% | +26.6% | -125.9% | -98.0% |
| YTD | -99.5% | -9.0% | -90.6% | -99.0% |
| 1Y | -99.8% | +11.8% | -111.6% | -99.4% |
| 3Y | -100.0% | -15.1% | -84.9% | -99.9% |
| 5Y | -100.0% | -48.2% | -51.8% | -100.0% |
| All | -100.0% | -47.6% | -52.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling