-51.6%
CLF vs SOXQ
+279.9%
-331.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -0.5% |
| 7D | -3.7% | +2.3% | -6.0% | -5.1% |
| 30D | -4.7% | -3.9% | -0.8% | -2.4% |
| 3M | -4.7% | -4.7% | +0.1% | -4.6% |
| 6M | +24.0% | +47.9% | -23.9% | -7.9% |
| YTD | -10.9% | +64.3% | -75.2% | -38.6% |
| 1Y | +4.0% | +95.7% | -91.7% | -35.8% |
| 3Y | -16.9% | +231.5% | -248.4% | -65.0% |
| 5Y | -49.3% | +255.0% | -304.3% | -80.5% |
| All | -51.6% | +279.9% | -331.5% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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