+19,418.6%
SOXL vs CL
+214.9%
+19,203.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.3% | +11.3% |
| 7D | +5.3% | -2.2% | +7.5% | +7.4% |
| 30D | -11.2% | -4.8% | -6.4% | -7.7% |
| 3M | -55.4% | +4.9% | -60.3% | -61.5% |
| 6M | +107.1% | -5.7% | +112.9% | +99.1% |
| YTD | +179.0% | +14.4% | +164.7% | +109.4% |
| 1Y | +357.4% | +8.7% | +348.6% | +247.3% |
| 3Y | +397.5% | +30.0% | +367.5% | +135.2% |
| 5Y | +155.9% | +28.4% | +127.5% | +18.5% |
| 10Y | +4,301.6% | +50.1% | +4,251.5% | +1,589.1% |
| All | +19,418.6% | +214.9% | +19,203.7% | +1,838.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling