+1,537.1%
SOXX vs CLX
-3.7%
+1,540.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +1.4% | -5.7% | +7.1% | +2.0% |
| 30D | -3.6% | -17.0% | +13.4% | -1.9% |
| 3M | -10.2% | -9.7% | -0.5% | -9.5% |
| 6M | +54.2% | -19.8% | +74.1% | +57.5% |
| YTD | +75.2% | -9.8% | +85.1% | +76.1% |
| 1Y | +107.5% | -26.2% | +133.7% | +113.9% |
| 3Y | +226.8% | -36.2% | +262.9% | +241.0% |
| 5Y | +251.2% | -38.3% | +289.6% | +262.7% |
| All | +1,537.1% | -3.7% | +1,540.8% | +1,309.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling