+67.2%
SOXL vs CL
+27.5%
+39.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -1.0% |
| 7D | +60.3% | -0.8% | +61.1% | +57.2% |
| 30D | -48.6% | +9.5% | -58.1% | -33.6% |
| 3M | -53.9% | +6.6% | -60.5% | -41.9% |
| 6M | -62.0% | +13.2% | -75.2% | -43.0% |
| YTD | +56.0% | +26.9% | +29.1% | +194.7% |
| All | +67.2% | +27.5% | +39.7% | +221.3% |
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