-8.4%
CLF vs SPXS
-100.0%
+91.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +2.6% |
| 7D | +7.6% | -0.1% | +7.7% | +7.6% |
| 30D | -1.2% | +0.8% | -2.0% | -0.4% |
| 3M | -13.4% | -4.7% | -8.7% | -14.5% |
| 6M | +15.4% | -29.6% | +45.1% | -2.7% |
| YTD | -5.9% | -29.8% | +23.9% | -20.1% |
| 1Y | +18.8% | -38.9% | +57.8% | -4.7% |
| 3Y | -19.4% | -79.6% | +60.2% | -59.3% |
| 5Y | -47.7% | -85.9% | +38.2% | -71.7% |
| 10Y | +130.4% | -99.5% | +229.9% | -72.3% |
| All | -8.4% | -100.0% | +91.6% | -99.3% |
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