+10.5%
SOXL vs CLF
-41.3%
+51.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +2.2% | +15.6% | +16.0% |
| 7D | -1.0% | +2.3% | -3.3% | +2.4% |
| 30D | -48.6% | +1.9% | -50.5% | -46.7% |
| 3M | -50.3% | +5.9% | -56.2% | -50.7% |
| 6M | -65.3% | +16.9% | -82.2% | -68.2% |
| YTD | +57.2% | -1.1% | +58.3% | +58.4% |
| 1Y | +58.0% | +28.8% | +29.2% | +29.8% |
| 3Y | +226.2% | -20.6% | +246.9% | +243.1% |
| 5Y | +10.5% | -41.5% | +52.0% | +50.5% |
| All | +10.5% | -41.3% | +51.8% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling