+9,612.4%
SOXL vs CL
+255.6%
+9,356.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.8% | -12.8% | -12.6% |
| 7D | +26.9% | +3.2% | +23.6% | +23.4% |
| 30D | -47.2% | +8.0% | -55.3% | -52.5% |
| 3M | -59.9% | +7.9% | -67.7% | -64.6% |
| 6M | -68.3% | +14.7% | -83.1% | -76.1% |
| YTD | +38.8% | +29.2% | +9.7% | -11.3% |
| 1Y | +48.8% | +29.5% | +19.3% | -6.7% |
| 3Y | +196.5% | +40.7% | +155.8% | +29.0% |
| 5Y | -5.0% | +43.9% | -48.9% | -61.9% |
| 10Y | +1,914.5% | +87.2% | +1,827.3% | +439.4% |
| All | +9,612.4% | +255.6% | +9,356.8% | +721.3% |
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 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