+4,671.5%
SOXL vs CASY
+464.4%
+4,207.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.8% | -7.8% |
| 7D | +8.5% | -17.2% | +25.7% | +26.0% |
| 30D | -13.0% | -24.4% | +11.4% | +9.3% |
| 3M | -35.9% | -31.4% | -4.5% | -14.6% |
| 6M | +112.1% | -8.9% | +120.9% | +100.5% |
| YTD | +175.4% | +13.8% | +161.6% | +104.1% |
| 1Y | +304.9% | +17.0% | +287.9% | +183.0% |
| 3Y | +448.6% | +163.1% | +285.4% | +49.6% |
| 5Y | +156.1% | +239.0% | -82.9% | -45.3% |
| All | +4,671.5% | +464.4% | +4,207.1% | +582.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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