+9,612.4%
SOXL vs CASY
+2,629.2%
+6,983.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.8% | -11.8% | -11.7% |
| 7D | +26.9% | +3.6% | +23.3% | +23.3% |
| 30D | -47.2% | +9.1% | -56.3% | -52.6% |
| 3M | -59.9% | -16.5% | -43.3% | -55.8% |
| 6M | -68.3% | -19.7% | -48.6% | -67.2% |
| YTD | +38.8% | +29.3% | +9.6% | -10.3% |
| 1Y | +48.8% | +33.1% | +15.7% | -8.1% |
| 3Y | +196.5% | +158.5% | +38.0% | -9.6% |
| 5Y | -5.0% | +266.7% | -271.8% | -79.3% |
| 10Y | +1,914.5% | +553.5% | +1,361.0% | +165.6% |
| All | +9,612.4% | +2,629.2% | +6,983.2% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling