-100.0%
SOXS vs CLX
-38.5%
-61.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -5.7% |
| 7D | -4.7% | -5.7% | +0.9% | -5.2% |
| 30D | +7.7% | -17.0% | +24.8% | +6.0% |
| 3M | -10.2% | -9.7% | -0.5% | -11.4% |
| 6M | -99.2% | -19.8% | -79.4% | -99.2% |
| YTD | -99.5% | -9.8% | -89.7% | -99.5% |
| 1Y | -99.8% | -26.2% | -73.6% | -99.8% |
| 3Y | -100.0% | -36.2% | -63.8% | -100.0% |
| All | -100.0% | -38.5% | -61.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling