+23,404.7%
SOXL vs CG
+341.4%
+23,063.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +8.0% |
| 7D | +16.4% | -1.3% | +17.7% | +17.8% |
| 30D | -12.1% | -3.2% | -8.9% | -9.8% |
| 3M | -41.7% | +6.2% | -47.9% | -47.2% |
| 6M | +157.4% | -4.7% | +162.1% | +166.6% |
| YTD | +193.3% | -20.6% | +213.9% | +281.7% |
| 1Y | +355.3% | -26.4% | +381.7% | +559.2% |
| 3Y | +484.2% | +55.4% | +428.8% | +275.5% |
| 5Y | +182.7% | +9.8% | +172.8% | +268.1% |
| 10Y | +4,692.2% | +341.4% | +4,350.9% | +1,883.7% |
| All | +23,404.7% | +341.4% | +23,063.4% | +9,610.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling