-68.3%
SOXL vs CAT
-33.9%
-34.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.8% | -10.2% | -8.5% |
| 7D | +26.9% | +7.4% | +19.4% | +4.5% |
| 30D | -47.2% | -19.7% | -27.6% | +11.1% |
| 3M | -59.9% | -29.6% | -30.3% | +28.8% |
| 6M | -68.3% | -33.2% | -35.1% | +43.6% |
| All | -68.3% | -33.9% | -34.4% | +43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling