-99.8%
SOXS vs CLS
+47.9%
-147.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.8% | -11.0% | -9.3% |
| 7D | -7.0% | +4.6% | -11.6% | -2.3% |
| 30D | +2.8% | -13.9% | +16.7% | -10.1% |
| 3M | -9.8% | -26.6% | +16.7% | -15.7% |
| 6M | -99.2% | +15.4% | -114.6% | -98.4% |
| YTD | -99.5% | +5.7% | -105.2% | -99.0% |
| 1Y | -99.8% | +41.1% | -140.9% | -99.4% |
| All | -99.8% | +47.9% | -147.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling