+127.6%
CLF vs SPXS
-99.5%
+227.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -0.8% |
| 7D | -2.7% | +1.2% | -3.9% | -2.0% |
| 30D | -3.2% | +5.2% | -8.4% | -0.3% |
| 3M | -5.0% | -9.2% | +4.2% | -8.7% |
| 6M | +26.6% | -29.6% | +56.2% | +9.0% |
| YTD | -9.0% | -27.6% | +18.7% | -19.6% |
| 1Y | +11.8% | -36.7% | +48.6% | -5.6% |
| 3Y | -15.1% | -79.8% | +64.7% | -52.5% |
| 5Y | -48.2% | -85.9% | +37.7% | -68.5% |
| 10Y | +127.6% | -99.5% | +227.1% | -70.6% |
| All | +127.6% | -99.5% | +227.1% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling