-91.6%
SOXS vs CLX
-6.5%
-85.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.7% | +3.0% | +5.8% |
| 7D | +46.7% | +14.2% | +32.5% | +36.9% |
| 30D | +97.0% | +22.7% | +74.3% | +78.8% |
| 3M | +39.5% | -2.8% | +42.3% | +40.3% |
| 6M | -54.9% | +17.7% | -72.6% | -55.5% |
| YTD | -90.4% | +3.3% | -93.7% | -92.2% |
| 1Y | -91.6% | -5.6% | -86.0% | -93.3% |
| All | -91.6% | -6.5% | -85.1% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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