-99.7%
SOXS vs CRL
+97.9%
-197.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.8% | +11.9% | +10.3% |
| 7D | -28.4% | +0.1% | -28.6% | -27.5% |
| 30D | +19.4% | +11.9% | +7.5% | +40.8% |
| 3M | +28.2% | +20.2% | +8.0% | +62.5% |
| 6M | -37.7% | +107.5% | -145.2% | +32.6% |
| YTD | -91.6% | +69.4% | -161.1% | -84.5% |
| 1Y | -93.1% | +99.7% | -192.8% | -84.6% |
| 3Y | -99.7% | +98.8% | -198.5% | -98.8% |
| All | -99.7% | +97.9% | -197.6% | -98.8% |
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