+162.3%
SOXL vs CBOE
+136.7%
+25.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.5% | +4.8% |
| 7D | +3.9% | -5.8% | +9.7% | +2.6% |
| 30D | -14.3% | -3.1% | -11.2% | -14.8% |
| 3M | -45.6% | -4.8% | -40.9% | -45.3% |
| 6M | +117.2% | -0.6% | +117.7% | +120.5% |
| YTD | +189.8% | +12.8% | +177.0% | +194.1% |
| 1Y | +317.7% | +19.8% | +298.0% | +322.1% |
| 3Y | +478.6% | +86.9% | +391.7% | +265.3% |
| All | +162.3% | +136.7% | +25.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling