+4,671.5%
SOXL vs CAPR
-78.6%
+4,750.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.9% | -4.1% | -7.8% |
| 7D | +8.5% | -10.6% | +19.0% | +9.2% |
| 30D | -13.0% | +111.2% | -124.2% | -18.2% |
| 3M | -35.9% | -67.2% | +31.3% | -33.9% |
| 6M | +112.1% | -75.1% | +187.2% | +123.0% |
| YTD | +175.4% | -71.2% | +246.7% | +185.9% |
| 1Y | +304.9% | +31.1% | +273.8% | +221.5% |
| 3Y | +448.6% | +31.3% | +417.2% | +292.3% |
| 5Y | +156.1% | +69.4% | +86.7% | +73.2% |
| All | +4,671.5% | -78.6% | +4,750.1% | +2,766.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling