+196.5%
SOXL vs CASY
+161.8%
+34.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.8% | -11.8% | -11.3% |
| 7D | +26.9% | +3.6% | +23.3% | +25.4% |
| 30D | -47.2% | +9.1% | -56.3% | -49.6% |
| 3M | -59.9% | -16.5% | -43.3% | -56.8% |
| 6M | -68.3% | -19.7% | -48.6% | -65.8% |
| YTD | +38.8% | +29.3% | +9.6% | +0.2% |
| 1Y | +48.8% | +33.1% | +15.7% | +3.2% |
| 3Y | +196.5% | +158.5% | +38.0% | +8.1% |
| All | +196.5% | +161.8% | +34.7% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling