+55.9%
SOXL vs CBOE
+39.5%
+16.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.1% | -8.6% |
| 7D | -37.9% | +7.7% | -45.6% | -31.9% |
| 30D | -59.4% | +24.4% | -83.8% | -49.9% |
| 3M | -52.3% | +20.0% | -72.3% | -42.5% |
| 6M | -47.7% | +2.4% | -50.0% | -39.0% |
| YTD | +58.8% | +38.5% | +20.2% | +170.8% |
| 1Y | +55.9% | +39.0% | +16.9% | +167.8% |
| All | +55.9% | +39.5% | +16.4% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling