+55.9%
SOXL vs CME
+19.8%
+36.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.4% | -10.2% | -5.9% |
| 7D | -37.9% | +4.8% | -42.7% | -30.0% |
| 30D | -59.4% | +14.2% | -73.6% | -44.2% |
| 3M | -52.3% | +17.9% | -70.2% | -29.2% |
| 6M | -47.7% | +7.2% | -54.9% | -24.0% |
| YTD | +58.8% | +16.7% | +42.0% | +156.7% |
| 1Y | +55.9% | +19.6% | +36.3% | +161.7% |
| All | +55.9% | +19.8% | +36.1% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling