-47.0%
CLF vs SPXS
-85.9%
+38.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -0.8% |
| 7D | +6.5% | -1.5% | +8.0% | +5.6% |
| 30D | +0.2% | +3.7% | -3.4% | +2.5% |
| 3M | -3.1% | -9.6% | +6.5% | -7.2% |
| 6M | +25.0% | -32.4% | +57.4% | +5.2% |
| YTD | -7.5% | -28.7% | +21.2% | -19.0% |
| 1Y | +11.5% | -38.1% | +49.6% | -7.0% |
| 3Y | -13.7% | -80.1% | +66.4% | -50.9% |
| 5Y | -47.0% | -85.9% | +38.9% | -67.6% |
| All | -47.0% | -85.9% | +38.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPXS 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling