+484.2%
SOXL vs CLF
-14.9%
+499.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +6.3% |
| 7D | +16.4% | +6.5% | +9.9% | +11.0% |
| 30D | -12.1% | +0.2% | -12.4% | -12.4% |
| 3M | -41.7% | -3.1% | -38.6% | -40.9% |
| 6M | +157.4% | +25.0% | +132.4% | +123.4% |
| YTD | +193.3% | -7.5% | +200.7% | +200.9% |
| 1Y | +355.3% | +11.5% | +343.8% | +294.6% |
| 3Y | +484.2% | -13.7% | +497.8% | +413.6% |
| All | +484.2% | -14.9% | +499.0% | +413.6% |
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