+48.8%
SOXL vs CAPR
+63.5%
-14.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -6.9% | -4.1% | -10.8% |
| 7D | +26.9% | +5.9% | +21.0% | +26.7% |
| 30D | -47.2% | +44.6% | -91.9% | -47.7% |
| 3M | -59.9% | +126.4% | -186.2% | -60.7% |
| 6M | -68.3% | -68.6% | +0.3% | -67.9% |
| YTD | +38.8% | -67.0% | +105.8% | +40.5% |
| 1Y | +48.8% | +65.2% | -16.4% | +41.5% |
| All | +48.8% | +63.5% | -14.7% | +41.5% |
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