-48.2%
CLF vs SOXQ
+269.0%
-317.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | -2.7% | +5.2% | -7.9% | -5.7% |
| 30D | -3.2% | -0.5% | -2.7% | -3.0% |
| 3M | -5.0% | -5.6% | +0.7% | -4.2% |
| 6M | +26.6% | +53.0% | -26.4% | -8.2% |
| YTD | -9.0% | +68.8% | -77.7% | -38.5% |
| 1Y | +11.8% | +105.7% | -93.9% | -33.3% |
| 3Y | -15.1% | +240.5% | -255.6% | -65.1% |
| 5Y | -48.2% | +266.8% | -315.0% | -80.4% |
| All | -48.2% | +269.0% | -317.2% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling