+243.3%
SOXL vs CART
+39.2%
+204.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +60.3% | +1.2% | +59.1% | +59.8% |
| 30D | -48.6% | +17.8% | -66.4% | -51.5% |
| 3M | -53.9% | +20.7% | -74.6% | -57.4% |
| 6M | -62.0% | +49.7% | -111.7% | -68.7% |
| YTD | +56.0% | +30.0% | +26.0% | +34.1% |
| 1Y | +50.0% | +48.4% | +1.6% | +18.2% |
| 3Y | +223.8% | +132.0% | +91.8% | +105.9% |
| All | +243.3% | +39.2% | +204.0% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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