+484.2%
SOXL vs CB
+70.7%
+413.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.6% | +3.7% |
| 7D | +16.4% | -0.6% | +17.0% | +15.9% |
| 30D | -12.1% | -3.9% | -8.2% | -14.8% |
| 3M | -41.7% | +4.9% | -46.6% | -37.9% |
| 6M | +157.4% | +3.3% | +154.1% | +177.1% |
| YTD | +193.3% | +8.5% | +184.8% | +219.3% |
| 1Y | +355.3% | +22.1% | +333.3% | +390.9% |
| 3Y | +484.2% | +70.1% | +414.0% | +497.2% |
| All | +484.2% | +70.7% | +413.5% | +497.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling