-100.0%
SOXS vs CRL
+38.7%
-138.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.6% |
| 7D | -16.6% | -4.6% | -12.0% | -20.1% |
| 30D | -4.4% | +0.5% | -4.8% | -3.8% |
| 3M | -26.2% | +46.6% | -72.8% | +4.8% |
| 6M | -99.3% | +57.3% | -156.5% | -99.3% |
| YTD | -99.5% | +39.5% | -139.1% | -99.6% |
| 1Y | -99.8% | +76.9% | -176.6% | -99.7% |
| All | -100.0% | +38.7% | -138.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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