+220.8%
SOXX vs CLF
-18.1%
+238.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.2% |
| 7D | +3.0% | -3.7% | +6.7% | +4.0% |
| 30D | -3.1% | -4.7% | +1.5% | -2.2% |
| 3M | -4.4% | -4.7% | +0.3% | -4.0% |
| 6M | +52.9% | +24.0% | +28.9% | +43.6% |
| YTD | +72.0% | -10.9% | +82.9% | +71.9% |
| 1Y | +105.1% | +4.0% | +101.1% | +93.6% |
| All | +220.8% | -18.1% | +238.9% | +187.9% |
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