+497.9%
SOXL vs CAT
+198.9%
+298.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +4.1% |
| 7D | +18.4% | +2.9% | +15.4% | +11.0% |
| 30D | -3.2% | -2.6% | -0.5% | +4.7% |
| 3M | -37.6% | -10.7% | -26.9% | -4.6% |
| 6M | +136.1% | +16.1% | +119.9% | +125.9% |
| YTD | +199.5% | +43.2% | +156.2% | +89.0% |
| 1Y | +363.2% | +96.8% | +266.4% | +48.4% |
| All | +497.9% | +198.9% | +298.9% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling