+3,808.2%
SOXL vs CLSK
-60.8%
+3,869.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.8% | -1.6% | +4.6% |
| 7D | +3.9% | +7.7% | -3.9% | +3.2% |
| 30D | -14.3% | +12.2% | -26.5% | -15.2% |
| 3M | -45.6% | -15.5% | -30.2% | -44.3% |
| 6M | +117.2% | +39.3% | +77.8% | +114.9% |
| YTD | +189.8% | +35.1% | +154.8% | +187.4% |
| 1Y | +317.7% | +34.0% | +283.7% | +314.2% |
| 3Y | +478.6% | +226.3% | +252.4% | +434.6% |
| 5Y | +169.5% | +6.4% | +163.1% | +158.3% |
| All | +3,808.2% | -60.8% | +3,869.0% | +3,273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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