-47.7%
SOXS vs CLF
+18.5%
-66.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.4% |
| 7D | -43.7% | +16.0% | -59.7% | -33.9% |
| 30D | +22.2% | +1.6% | +20.5% | +35.5% |
| 3M | +13.0% | +6.7% | +6.3% | +32.4% |
| 6M | -47.7% | +21.1% | -68.8% | -30.0% |
| All | -47.7% | +18.5% | -66.2% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling