+20,848.2%
SOXL vs CMCSA
+340.2%
+20,507.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.6% | +8.7% | +11.3% |
| 7D | +18.4% | -8.3% | +26.6% | +32.2% |
| 30D | -3.2% | -2.4% | -0.8% | -3.2% |
| 3M | -37.6% | +4.5% | -42.1% | -48.2% |
| 6M | +136.1% | -18.8% | +154.8% | +156.5% |
| YTD | +199.5% | -8.9% | +208.4% | +160.2% |
| 1Y | +363.2% | -18.3% | +381.5% | +360.0% |
| 3Y | +496.5% | -35.0% | +531.4% | +697.0% |
| 5Y | +184.8% | -48.2% | +233.0% | +511.8% |
| 10Y | +5,399.0% | +4.6% | +5,394.4% | +4,247.2% |
| All | +20,848.2% | +340.2% | +20,507.9% | +1,276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling