+485.5%
SOXL vs CAPR
+43.6%
+441.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.6% | +8.7% | +5.2% |
| 7D | +16.4% | -9.5% | +25.9% | +16.8% |
| 30D | -12.1% | +121.5% | -133.6% | -15.3% |
| 3M | -41.7% | -65.4% | +23.7% | -40.5% |
| 6M | +157.4% | -67.5% | +224.9% | +163.3% |
| YTD | +193.3% | -68.6% | +261.9% | +199.7% |
| 1Y | +355.3% | +42.7% | +312.7% | +304.9% |
| All | +485.5% | +43.6% | +441.9% | +336.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling