-100.0%
SOXS vs CLSK
-60.8%
-39.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.8% | -12.4% | -4.9% |
| 7D | -4.7% | +7.7% | -12.5% | -3.9% |
| 30D | +7.7% | +12.2% | -4.5% | +9.7% |
| 3M | -10.2% | -15.5% | +5.3% | -8.8% |
| 6M | -99.2% | +39.3% | -138.6% | -99.0% |
| YTD | -99.5% | +35.1% | -134.6% | -99.4% |
| 1Y | -99.8% | +34.0% | -133.8% | -99.7% |
| 3Y | -100.0% | +226.3% | -326.2% | -100.0% |
| 5Y | -100.0% | +6.4% | -106.4% | -100.0% |
| All | -100.0% | -60.8% | -39.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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