+2,202.2%
SOXL vs CL
+84.7%
+2,117.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +60.3% | -0.8% | +61.1% | +60.8% |
| 30D | -48.6% | +9.5% | -58.1% | -51.7% |
| 3M | -53.9% | +6.6% | -60.5% | -56.4% |
| 6M | -62.0% | +13.2% | -75.2% | -67.3% |
| YTD | +56.0% | +26.9% | +29.1% | +20.8% |
| 1Y | +50.0% | +27.6% | +22.4% | +14.4% |
| 3Y | +223.8% | +39.1% | +184.7% | +82.6% |
| 5Y | +6.7% | +41.3% | -34.6% | -42.7% |
| All | +2,202.2% | +84.7% | +2,117.5% | +956.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling