-100.0%
SOXS vs CLS
+1,307.0%
-1,407.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -0.7% |
| 7D | -16.6% | +20.1% | -36.7% | +2.6% |
| 30D | -4.4% | +6.0% | -10.4% | +6.0% |
| 3M | -26.2% | -10.3% | -15.9% | -18.2% |
| 6M | -99.3% | +24.5% | -123.8% | -98.3% |
| YTD | -99.5% | +12.9% | -112.4% | -98.9% |
| 1Y | -99.8% | +36.7% | -136.5% | -99.3% |
| All | -100.0% | +1,307.0% | -1,407.0% | -97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling