+1,948.9%
SOXL vs CAPR
-65.7%
+2,014.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -6.9% | -4.1% | -10.5% |
| 7D | +26.9% | +5.9% | +21.0% | +26.5% |
| 30D | -47.2% | +44.6% | -91.9% | -48.6% |
| 3M | -59.9% | +126.4% | -186.2% | -62.6% |
| 6M | -68.3% | -68.6% | +0.3% | -67.3% |
| YTD | +38.8% | -67.0% | +105.8% | +42.4% |
| 1Y | +48.8% | +65.2% | -16.4% | +16.0% |
| 3Y | +196.5% | +235.6% | -39.1% | +96.1% |
| 5Y | -5.0% | +175.4% | -180.5% | -38.4% |
| All | +1,948.9% | -65.7% | +2,014.6% | +1,129.9% |
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