-100.0%
SOXS vs CLX
-35.7%
-64.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +8.3% |
| 7D | -9.4% | -5.9% | -3.6% | -8.4% |
| 30D | +6.2% | -17.0% | +23.2% | +9.7% |
| 3M | -28.0% | -9.6% | -18.5% | -27.1% |
| 6M | -99.2% | -21.5% | -77.7% | -99.1% |
| YTD | -99.5% | -8.8% | -90.7% | -99.5% |
| 1Y | -99.7% | -24.7% | -75.1% | -99.7% |
| All | -100.0% | -35.7% | -64.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling