-100.0%
SOXS vs CRL
+647.3%
-747.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -8.3% |
| 7D | -15.6% | -0.6% | -15.0% | -16.5% |
| 30D | +4.8% | +5.0% | -0.2% | +11.2% |
| 3M | -21.6% | +50.6% | -72.2% | +34.1% |
| 6M | -99.3% | +60.9% | -160.3% | -99.4% |
| YTD | -99.5% | +40.7% | -140.3% | -99.6% |
| 1Y | -99.8% | +73.3% | -173.1% | -99.8% |
| 3Y | -100.0% | +40.6% | -140.5% | -100.0% |
| 5Y | -100.0% | -37.0% | -63.0% | -100.0% |
| 10Y | -100.0% | +244.3% | -344.3% | -100.0% |
| All | -100.0% | +647.3% | -747.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling