-100.0%
SOXS vs CLS
+3,169.3%
-3,269.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.6% | -12.1% | +1.9% |
| 7D | -4.7% | +10.9% | -15.7% | +8.1% |
| 30D | +7.7% | +2.1% | +5.6% | +14.6% |
| 3M | -10.2% | -10.2% | 0.0% | -1.9% |
| 6M | -99.2% | +30.4% | -129.6% | -98.0% |
| YTD | -99.5% | +17.2% | -116.8% | -98.8% |
| 1Y | -99.8% | +41.0% | -140.8% | -99.1% |
| 3Y | -100.0% | +1,338.0% | -1,438.0% | -97.4% |
| 5Y | -100.0% | +3,860.6% | -3,960.6% | -97.5% |
| All | -100.0% | +3,169.3% | -3,269.3% | -100.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling