+55.9%
SOXL vs CL
+33.4%
+22.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.3% | -12.1% | -1.4% |
| 7D | -37.9% | +7.7% | -45.6% | -24.5% |
| 30D | -59.4% | +15.2% | -74.6% | -41.3% |
| 3M | -52.3% | +7.3% | -59.6% | -38.7% |
| 6M | -47.7% | +17.0% | -64.7% | -18.2% |
| YTD | +58.8% | +28.0% | +30.8% | +213.7% |
| 1Y | +55.9% | +32.1% | +23.8% | +242.7% |
| All | +55.9% | +33.4% | +22.5% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling