+304.9%
SOXL vs CAT
+93.5%
+211.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -4.9% |
| 7D | +8.5% | +0.6% | +7.8% | +7.4% |
| 30D | -13.0% | -4.5% | -8.4% | -0.8% |
| 3M | -35.9% | -5.8% | -30.1% | -10.5% |
| 6M | +112.1% | +12.7% | +99.3% | +129.6% |
| YTD | +175.4% | +41.4% | +134.0% | +107.8% |
| 1Y | +304.9% | +92.1% | +212.8% | +82.4% |
| All | +304.9% | +93.5% | +211.4% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling