-99.7%
SOXS vs CLS
+29.4%
-129.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.5% | +10.6% | +5.3% |
| 7D | -9.4% | +5.0% | -14.4% | -3.9% |
| 30D | +6.2% | +4.8% | +1.4% | +16.1% |
| 3M | -28.0% | -10.4% | -17.6% | -20.9% |
| 6M | -99.2% | +20.8% | -120.0% | -98.3% |
| YTD | -99.5% | +10.0% | -109.5% | -98.9% |
| All | -99.7% | +29.4% | -129.1% | -99.2% |
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