-5.8%
CLF vs SPXS
-100.0%
+94.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +5.6% |
| 7D | -9.1% | +0.4% | -9.5% | -7.6% |
| 30D | -0.9% | +10.8% | -11.8% | +7.3% |
| 3M | +3.0% | +9.6% | -6.7% | +11.5% |
| 6M | +16.7% | -4.7% | +21.4% | +18.2% |
| YTD | -3.2% | -24.6% | +21.4% | -12.2% |
| 1Y | +24.6% | -24.6% | +49.2% | +14.0% |
| 3Y | -22.3% | -79.8% | +57.5% | -60.6% |
| 5Y | -41.2% | -83.3% | +42.1% | -64.3% |
| 10Y | +83.5% | -99.5% | +183.0% | -76.8% |
| All | -5.8% | -100.0% | +94.2% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling