+9,612.4%
SOXL vs CLF
-74.4%
+9,686.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.2% | -7.8% | -9.3% |
| 7D | +26.9% | +10.4% | +16.5% | +21.3% |
| 30D | -47.2% | +0.6% | -47.8% | -45.2% |
| 3M | -59.9% | +4.1% | -64.0% | -59.2% |
| 6M | -68.3% | +15.1% | -83.4% | -69.3% |
| YTD | +38.8% | -4.7% | +43.6% | +46.8% |
| 1Y | +48.8% | +20.4% | +28.4% | +40.3% |
| 3Y | +196.5% | -23.4% | +219.9% | +240.8% |
| 5Y | -5.0% | -43.3% | +38.2% | +32.5% |
| 10Y | +1,914.5% | +80.5% | +1,834.0% | +1,463.6% |
| All | +9,612.4% | -74.4% | +9,686.8% | +20,306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling