+184.8%
SOXL vs CAPR
+76.3%
+108.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +2.4% |
| 7D | +18.4% | -12.6% | +31.0% | +19.2% |
| 30D | -3.2% | +124.4% | -127.6% | -8.2% |
| 3M | -37.6% | -66.8% | +29.2% | -35.8% |
| 6M | +136.1% | -71.8% | +207.9% | +144.8% |
| YTD | +199.5% | -70.1% | +269.5% | +208.8% |
| 1Y | +363.2% | +33.3% | +329.9% | +287.2% |
| 3Y | +496.5% | +36.7% | +459.8% | +278.2% |
| 5Y | +184.8% | +72.5% | +112.4% | +39.6% |
| All | +184.8% | +76.3% | +108.5% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling