-93.1%
SOXS vs CLS
-26.6%
-66.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -5.4% | +16.5% | +4.4% |
| 7D | -28.4% | +16.3% | -44.7% | -9.5% |
| 30D | +19.4% | -25.7% | +45.1% | +1.8% |
| 3M | +28.2% | -30.9% | +59.0% | +9.8% |
| 6M | -37.7% | -35.5% | -2.2% | -35.6% |
| YTD | -91.6% | -18.7% | -72.9% | -86.5% |
| 1Y | -93.1% | -17.9% | -75.2% | -87.9% |
| All | -93.1% | -26.6% | -66.5% | -87.9% |
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