+10,896.4%
SOXL vs CB
+939.2%
+9,957.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.3% | +17.5% | +17.4% |
| 7D | -1.0% | -1.0% | +0.1% | +0.5% |
| 30D | -48.6% | +7.3% | -55.9% | -54.2% |
| 3M | -50.3% | +7.0% | -57.3% | -56.7% |
| 6M | -65.3% | +16.3% | -81.6% | -76.5% |
| YTD | +57.2% | +19.7% | +37.5% | -3.3% |
| 1Y | +58.0% | +27.8% | +30.2% | -12.8% |
| 3Y | +226.2% | +72.0% | +154.2% | -2.8% |
| 5Y | +10.5% | +104.9% | -94.4% | -74.7% |
| 10Y | +2,180.9% | +246.7% | +1,934.1% | +105.4% |
| All | +10,896.4% | +939.2% | +9,957.2% | +32.6% |
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