+156.1%
SOXL vs C
+131.6%
+24.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.5% | -8.5% | -9.0% |
| 7D | +8.5% | +0.3% | +8.2% | +7.7% |
| 30D | -13.0% | +2.0% | -15.0% | -16.7% |
| 3M | -35.9% | +4.4% | -40.3% | -38.9% |
| 6M | +112.1% | +28.3% | +83.7% | +41.6% |
| YTD | +175.4% | +20.5% | +154.9% | +102.5% |
| 1Y | +304.9% | +45.5% | +259.3% | +109.0% |
| 3Y | +448.6% | +274.0% | +174.5% | -44.8% |
| 5Y | +156.1% | +136.1% | +20.0% | -38.1% |
| All | +156.1% | +131.6% | +24.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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