+19,418.6%
SOXL vs CI
+817.9%
+18,600.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.2% | +11.1% |
| 7D | +5.3% | +1.3% | +4.0% | +3.7% |
| 30D | -11.2% | +4.4% | -15.6% | -15.5% |
| 3M | -55.4% | +0.7% | -56.0% | -58.5% |
| 6M | +107.1% | +0.3% | +106.8% | +90.3% |
| YTD | +179.0% | +3.8% | +175.2% | +147.4% |
| 1Y | +357.4% | -5.5% | +362.9% | +318.1% |
| 3Y | +397.5% | +8.1% | +389.4% | +214.4% |
| 5Y | +155.9% | +42.8% | +113.1% | +12.4% |
| 10Y | +4,301.6% | +143.9% | +4,157.7% | +975.7% |
| All | +19,418.6% | +817.9% | +18,600.6% | +471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling