+136.1%
SOXL vs CMCSA
-20.3%
+156.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.6% | +8.7% | -4.8% |
| 7D | +18.4% | -8.3% | +26.6% | +8.3% |
| 30D | -3.2% | -2.4% | -0.8% | -4.5% |
| 3M | -37.6% | +4.5% | -42.1% | -30.4% |
| 6M | +136.1% | -18.8% | +154.8% | +121.8% |
| All | +136.1% | -20.3% | +156.4% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 6mo: compounded portfolio wealth divided by compounded CMCSA 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…
6mo analysis · Full analysis span regression · 6 months rolling