-100.0%
SOXS vs CLX
+137.5%
-237.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -3.1% |
| 7D | -16.6% | -4.9% | -11.6% | -19.0% |
| 30D | -4.4% | -15.8% | +11.5% | -13.4% |
| 3M | -26.2% | -7.9% | -18.3% | -31.1% |
| 6M | -99.3% | -19.0% | -80.2% | -99.3% |
| YTD | -99.5% | -7.9% | -91.6% | -99.5% |
| 1Y | -99.8% | -25.4% | -74.4% | -99.8% |
| 3Y | -100.0% | -35.0% | -65.0% | -100.0% |
| 5Y | -100.0% | -36.8% | -63.2% | -100.0% |
| 10Y | -100.0% | -1.4% | -98.6% | -100.0% |
| All | -100.0% | +137.5% | -237.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling