+4,921.3%
SOXL vs CLX
-3.7%
+4,925.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +5.5% |
| 7D | +3.9% | -5.7% | +9.6% | +5.4% |
| 30D | -14.3% | -17.0% | +2.7% | -10.2% |
| 3M | -45.6% | -9.7% | -35.9% | -45.0% |
| 6M | +117.2% | -19.8% | +137.0% | +127.1% |
| YTD | +189.8% | -9.8% | +199.7% | +190.2% |
| 1Y | +317.7% | -26.2% | +343.9% | +345.9% |
| 3Y | +478.6% | -36.2% | +514.8% | +533.4% |
| 5Y | +169.5% | -38.3% | +207.9% | +189.1% |
| All | +4,921.3% | -3.7% | +4,925.0% | +3,139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling