-68.3%
SOXL vs CI
+0.7%
-69.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -10.5% |
| 7D | +26.9% | +1.2% | +25.7% | +29.7% |
| 30D | -47.2% | +2.6% | -49.8% | -43.3% |
| 3M | -59.9% | +7.4% | -67.3% | -51.0% |
| 6M | -68.3% | -0.1% | -68.2% | -63.3% |
| All | -68.3% | +0.7% | -69.0% | -63.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling