+235.7%
SOXL vs CLF
-19.9%
+255.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +2.2% | +15.6% | +16.2% |
| 7D | -1.0% | +2.3% | -3.3% | +2.2% |
| 30D | -48.6% | +1.9% | -50.5% | -46.8% |
| 3M | -50.3% | +5.9% | -56.2% | -50.4% |
| 6M | -65.3% | +16.9% | -82.2% | -67.5% |
| YTD | +57.2% | -1.1% | +58.3% | +60.0% |
| 1Y | +58.0% | +28.8% | +29.2% | +34.8% |
| All | +235.7% | -19.9% | +255.6% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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