+247.9%
SOXX vs CLF
-48.8%
+296.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | -0.1% | +1.4% |
| 7D | +1.4% | -3.5% | +4.9% | +2.3% |
| 30D | -3.6% | -1.6% | -2.0% | -3.3% |
| 3M | -10.2% | -12.0% | +1.9% | -8.0% |
| 6M | +54.2% | +30.0% | +24.3% | +42.0% |
| YTD | +75.2% | -9.2% | +84.4% | +74.2% |
| 1Y | +107.5% | +2.3% | +105.2% | +95.7% |
| 3Y | +226.8% | -14.4% | +241.2% | +198.8% |
| All | +247.9% | -48.8% | +296.7% | +245.3% |
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