+184.8%
SOXL vs CL
+27.0%
+157.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +1.9% |
| 7D | +18.4% | -2.3% | +20.7% | +17.1% |
| 30D | -3.2% | -5.5% | +2.3% | -5.4% |
| 3M | -37.6% | +0.8% | -38.4% | -36.7% |
| 6M | +136.1% | -4.2% | +140.3% | +137.8% |
| YTD | +199.5% | +13.4% | +186.0% | +210.9% |
| 1Y | +363.2% | +7.1% | +356.2% | +385.0% |
| 3Y | +496.5% | +29.0% | +467.5% | +389.4% |
| 5Y | +184.8% | +28.3% | +156.5% | +136.4% |
| All | +184.8% | +27.0% | +157.8% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling