-48.2%
CLF vs SOXQ
+231.9%
-280.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.2% | -1.1% |
| 7D | +10.4% | +8.2% | +2.2% | +5.1% |
| 30D | +0.6% | -13.2% | +13.7% | +9.6% |
| 3M | +4.1% | -18.5% | +22.6% | +17.5% |
| 6M | +15.1% | -15.4% | +30.6% | +22.5% |
| YTD | -4.7% | +43.6% | -48.3% | -29.0% |
| 1Y | +20.4% | +49.2% | -28.9% | -12.8% |
| 3Y | -23.4% | +190.2% | -213.6% | -65.1% |
| 5Y | -43.3% | +178.2% | -221.5% | -75.5% |
| All | -48.2% | +231.9% | -280.2% | -79.0% |
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