-13.7%
CLF vs SPXS
-80.2%
+66.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -0.7% |
| 7D | +6.5% | -1.5% | +8.0% | +5.5% |
| 30D | +0.2% | +3.7% | -3.4% | +2.7% |
| 3M | -3.1% | -9.6% | +6.5% | -7.7% |
| 6M | +25.0% | -32.4% | +57.4% | +3.0% |
| YTD | -7.5% | -28.7% | +21.2% | -20.3% |
| 1Y | +11.5% | -38.1% | +49.6% | -8.9% |
| 3Y | -13.7% | -80.1% | +66.4% | -48.5% |
| All | -13.7% | -80.2% | +66.5% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling