+184.8%
SOXL vs CB
+98.0%
+86.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +18.4% | -0.5% | +18.9% | +18.4% |
| 30D | -3.2% | -3.1% | -0.1% | -2.7% |
| 3M | -37.6% | +4.2% | -41.8% | -40.8% |
| 6M | +136.1% | +4.7% | +131.4% | +118.3% |
| YTD | +199.5% | +8.8% | +190.6% | +165.1% |
| 1Y | +363.2% | +22.6% | +340.6% | +262.9% |
| 3Y | +496.5% | +70.6% | +425.9% | +181.3% |
| 5Y | +184.8% | +99.4% | +85.4% | +17.4% |
| All | +184.8% | +98.0% | +86.9% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling