+484.2%
SOXL vs CL
+28.9%
+455.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +4.6% |
| 7D | +16.4% | -1.4% | +17.8% | +14.6% |
| 30D | -12.1% | -5.2% | -6.9% | -17.2% |
| 3M | -41.7% | +3.3% | -45.0% | -36.7% |
| 6M | +157.4% | -4.4% | +161.8% | +161.3% |
| YTD | +193.3% | +13.9% | +179.4% | +261.8% |
| 1Y | +355.3% | +7.6% | +347.7% | +456.1% |
| 3Y | +484.2% | +29.6% | +454.6% | +701.4% |
| All | +484.2% | +28.9% | +455.2% | +701.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling