+184.8%
SOXL vs CASY
+234.8%
-50.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.2% | +16.4% | +12.6% |
| 7D | +18.4% | -16.5% | +34.9% | +33.0% |
| 30D | -3.2% | -26.4% | +23.2% | +19.5% |
| 3M | -37.6% | -17.3% | -20.3% | -36.6% |
| 6M | +136.1% | -5.2% | +141.3% | +111.8% |
| YTD | +199.5% | +14.1% | +185.4% | +120.7% |
| 1Y | +363.2% | +16.6% | +346.6% | +223.7% |
| 3Y | +496.5% | +163.7% | +332.8% | +51.3% |
| 5Y | +184.8% | +231.3% | -46.5% | -48.8% |
| All | +184.8% | +234.8% | -50.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling