+19,418.6%
SOXL vs CB
+855.6%
+18,562.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.8% | +12.3% |
| 7D | +5.3% | +0.5% | +4.8% | +4.3% |
| 30D | -11.2% | -3.1% | -8.1% | -8.7% |
| 3M | -55.4% | +9.0% | -64.3% | -65.4% |
| 6M | +107.1% | +2.9% | +104.3% | +68.7% |
| YTD | +179.0% | +10.1% | +168.9% | +98.8% |
| 1Y | +357.4% | +22.8% | +334.6% | +166.8% |
| 3Y | +397.5% | +73.8% | +323.7% | +45.7% |
| 5Y | +155.9% | +99.2% | +56.7% | -38.4% |
| 10Y | +4,301.6% | +218.2% | +4,083.4% | +359.5% |
| All | +19,418.6% | +855.6% | +18,562.9% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling