-68.3%
SOXL vs CLF
+16.9%
-85.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.2% | -7.8% | -8.0% |
| 7D | +26.9% | +10.4% | +16.5% | +17.3% |
| 30D | -47.2% | +0.6% | -47.8% | -44.1% |
| 3M | -59.9% | +4.1% | -64.0% | -58.7% |
| 6M | -68.3% | +15.1% | -83.4% | -68.5% |
| All | -68.3% | +16.9% | -85.2% | -68.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling