+156.4%
SOXL vs CART
+112.9%
+43.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.6% | +11.9% | +12.3% |
| 7D | -40.3% | +3.0% | -43.3% | -40.7% |
| 30D | -71.1% | +28.6% | -99.6% | -73.7% |
| 3M | -65.2% | +29.1% | -94.3% | -69.0% |
| 6M | -72.3% | +44.7% | -117.0% | -76.9% |
| YTD | +9.4% | +29.2% | -19.8% | -6.3% |
| 1Y | +7.0% | +66.2% | -59.2% | -23.5% |
| 3Y | +156.4% | +112.8% | +43.6% | +59.5% |
| All | +156.4% | +112.9% | +43.5% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling