+4,921.3%
SOXL vs CL
+54.0%
+4,867.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.9% |
| 7D | +3.9% | -2.2% | +6.1% | +5.1% |
| 30D | -14.3% | -6.0% | -8.3% | -11.8% |
| 3M | -45.6% | -2.3% | -43.3% | -47.0% |
| 6M | +117.2% | -2.0% | +119.2% | +106.4% |
| YTD | +189.8% | +11.8% | +178.0% | +143.3% |
| 1Y | +317.7% | +5.8% | +311.9% | +256.7% |
| 3Y | +478.6% | +25.9% | +452.7% | +238.2% |
| 5Y | +169.5% | +26.9% | +142.6% | +51.7% |
| All | +4,921.3% | +54.0% | +4,867.3% | +2,665.6% |
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