+478.6%
SOXL vs CG
+42.2%
+436.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +7.6% |
| 7D | +3.9% | -9.9% | +13.7% | +19.7% |
| 30D | -14.3% | -11.7% | -2.7% | -0.1% |
| 3M | -45.6% | -4.3% | -41.3% | -43.7% |
| 6M | +117.2% | -8.8% | +125.9% | +137.9% |
| YTD | +189.8% | -26.9% | +216.7% | +331.7% |
| 1Y | +317.7% | -35.4% | +353.2% | +660.9% |
| 3Y | +478.6% | +43.0% | +435.6% | +278.7% |
| All | +478.6% | +42.2% | +436.5% | +278.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling