-100.0%
SOXS vs CLF
-74.7%
-25.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.8% | -12.0% | -9.2% |
| 7D | -7.0% | +7.6% | -14.6% | -3.1% |
| 30D | +2.8% | -1.2% | +4.0% | +3.1% |
| 3M | -9.8% | -13.4% | +3.5% | -11.6% |
| 6M | -99.2% | +15.4% | -114.6% | -98.4% |
| YTD | -99.5% | -5.9% | -93.6% | -99.1% |
| 1Y | -99.8% | +18.8% | -118.6% | -99.5% |
| 3Y | -100.0% | -19.4% | -80.6% | -99.9% |
| 5Y | -100.0% | -47.7% | -52.3% | -100.0% |
| 10Y | -100.0% | +130.4% | -230.4% | -100.0% |
| All | -100.0% | -74.7% | -25.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling