-100.0%
SOXS vs CLS
+2,813.7%
-2,913.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.8% | -11.0% | -9.3% |
| 7D | -7.0% | +4.6% | -11.6% | -2.0% |
| 30D | +2.8% | -13.9% | +16.7% | -10.3% |
| 3M | -9.8% | -26.6% | +16.7% | -16.5% |
| 6M | -99.2% | +15.4% | -114.6% | -98.2% |
| YTD | -99.5% | +5.7% | -105.2% | -98.9% |
| 1Y | -99.8% | +41.1% | -140.9% | -99.2% |
| 3Y | -100.0% | +1,228.6% | -1,328.6% | -97.2% |
| 5Y | -100.0% | +3,240.6% | -3,340.6% | -97.8% |
| 10Y | -100.0% | +2,760.3% | -2,860.3% | -100.0% |
| All | -100.0% | +2,813.7% | -2,913.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling