+1,948.9%
SOXL vs CF
+479.1%
+1,469.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.1% |
| 7D | +26.9% | +4.8% | +22.1% | +23.4% |
| 30D | -47.2% | +4.7% | -52.0% | -50.6% |
| 3M | -59.9% | +7.4% | -67.3% | -63.8% |
| 6M | -68.3% | +0.6% | -68.9% | -71.3% |
| YTD | +38.8% | +64.1% | -25.3% | -24.4% |
| 1Y | +48.8% | +51.4% | -2.6% | -14.4% |
| 3Y | +196.5% | +67.8% | +128.7% | +48.2% |
| 5Y | -5.0% | +114.1% | -119.2% | -67.6% |
| All | +1,948.9% | +479.1% | +1,469.8% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling