+497.9%
SOXL vs CI
+4.5%
+493.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.3% |
| 7D | +18.4% | -1.1% | +19.5% | +18.2% |
| 30D | -3.2% | +0.5% | -3.6% | -3.0% |
| 3M | -37.6% | -5.2% | -32.4% | -37.5% |
| 6M | +136.1% | +4.3% | +131.7% | +136.7% |
| YTD | +199.5% | +2.8% | +196.7% | +201.0% |
| 1Y | +363.2% | -5.8% | +369.0% | +366.0% |
| All | +497.9% | +4.5% | +493.3% | +430.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling