+19,020.8%
SOXL vs CBOE
+1,003.5%
+18,017.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -7.1% |
| 7D | +8.5% | -3.7% | +12.1% | +11.1% |
| 30D | -13.0% | +2.0% | -14.9% | -14.3% |
| 3M | -35.9% | -4.2% | -31.7% | -36.8% |
| 6M | +112.1% | +1.2% | +110.9% | +93.3% |
| YTD | +175.4% | +15.4% | +160.0% | +122.5% |
| 1Y | +304.9% | +23.5% | +281.4% | +204.2% |
| 3Y | +448.6% | +93.2% | +355.4% | +123.1% |
| 5Y | +156.1% | +142.0% | +14.1% | -14.7% |
| 10Y | +4,957.3% | +379.2% | +4,578.1% | +812.9% |
| All | +19,020.8% | +1,003.5% | +18,017.3% | +1,023.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling