+19,418.6%
SOXL vs CAPR
-98.3%
+19,516.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.6% | +9.8% |
| 7D | +5.3% | -2.0% | +7.3% | +5.4% |
| 30D | -11.2% | +139.2% | -150.4% | -16.1% |
| 3M | -55.4% | -66.4% | +11.0% | -54.2% |
| 6M | +107.1% | -63.1% | +170.3% | +111.1% |
| YTD | +179.0% | -67.4% | +246.5% | +185.7% |
| 1Y | +357.4% | +58.2% | +299.1% | +278.0% |
| 3Y | +397.5% | +42.2% | +355.3% | +287.9% |
| 5Y | +155.9% | +87.3% | +68.6% | +92.5% |
| 10Y | +4,301.6% | -75.3% | +4,376.8% | +2,885.7% |
| All | +19,418.6% | -98.3% | +19,516.9% | +11,995.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling