-100.0%
SOXS vs CRL
+799.6%
-899.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.8% | +11.9% | +10.0% |
| 7D | -28.4% | +0.1% | -28.6% | -27.3% |
| 30D | +19.4% | +11.9% | +7.5% | +50.8% |
| 3M | +28.2% | +20.2% | +8.0% | +79.2% |
| 6M | -37.7% | +107.5% | -145.2% | +80.6% |
| YTD | -91.6% | +69.4% | -161.1% | -80.5% |
| 1Y | -93.1% | +99.7% | -192.8% | -79.5% |
| 3Y | -99.7% | +98.8% | -198.5% | -98.4% |
| 5Y | -99.9% | -12.4% | -87.5% | -99.8% |
| 10Y | -100.0% | +352.9% | -452.9% | -100.0% |
| All | -100.0% | +799.6% | -899.6% | -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 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