-12.7%
SOXL vs CG
-20.1%
+7.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -6.5% | -32.2% | -32.7% |
| 7D | -60.1% | -1.5% | -58.6% | -58.1% |
| 30D | -75.1% | +2.8% | -77.9% | -75.0% |
| 3M | -69.0% | -19.2% | -49.8% | -61.5% |
| 6M | -71.6% | -21.0% | -50.7% | -63.6% |
| YTD | -2.7% | -31.0% | +28.3% | +38.4% |
| 1Y | -12.7% | -21.1% | +8.4% | -3.3% |
| All | -12.7% | -20.1% | +7.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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