+55.9%
SOXL vs CAPR
+47.4%
+8.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.3% | -17.1% | -9.0% |
| 7D | -37.9% | +43.2% | -81.1% | -38.4% |
| 30D | -59.4% | +14.7% | -74.1% | -59.6% |
| 3M | -52.3% | +113.9% | -166.2% | -53.2% |
| 6M | -47.7% | -73.4% | +25.7% | -46.9% |
| YTD | +58.8% | -69.1% | +127.8% | +60.7% |
| 1Y | +55.9% | +47.2% | +8.7% | +49.8% |
| All | +55.9% | +47.4% | +8.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling