+2,202.2%
SOXL vs CB
+246.5%
+1,955.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -1.1% |
| 7D | +60.3% | 0.0% | +60.3% | +59.9% |
| 30D | -48.6% | +7.4% | -56.0% | -52.8% |
| 3M | -53.9% | +8.6% | -62.5% | -58.7% |
| 6M | -62.0% | +16.1% | -78.1% | -71.4% |
| YTD | +56.0% | +20.2% | +35.8% | +8.0% |
| 1Y | +50.0% | +27.2% | +22.8% | -4.0% |
| 3Y | +223.8% | +72.7% | +151.1% | +24.0% |
| 5Y | +6.7% | +105.9% | -99.2% | -66.8% |
| All | +2,202.2% | +246.5% | +1,955.7% | +401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling