-62.0%
SOXL vs CB
+16.7%
-78.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | +1.0% |
| 7D | +60.3% | 0.0% | +60.3% | +61.6% |
| 30D | -48.6% | +7.4% | -56.0% | -25.6% |
| 3M | -53.9% | +8.6% | -62.5% | -28.6% |
| 6M | -62.0% | +16.1% | -78.1% | +18.4% |
| All | -62.0% | +16.7% | -78.7% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling