+1,948.9%
SOXL vs CI
+146.2%
+1,802.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.2% |
| 7D | +26.9% | +1.2% | +25.7% | +25.7% |
| 30D | -47.2% | +2.6% | -49.8% | -49.1% |
| 3M | -59.9% | +7.4% | -67.3% | -63.5% |
| 6M | -68.3% | -0.1% | -68.2% | -71.1% |
| YTD | +38.8% | +9.7% | +29.1% | +16.7% |
| 1Y | +48.8% | +12.1% | +36.7% | +21.9% |
| 3Y | +196.5% | +7.0% | +189.5% | +99.2% |
| 5Y | -5.0% | +49.7% | -54.7% | -58.4% |
| All | +1,948.9% | +146.2% | +1,802.7% | +541.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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