+357.4%
SOXL vs CME
+8.4%
+349.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +9.4% |
| 7D | +5.3% | -1.6% | +6.9% | +2.3% |
| 30D | -11.2% | +6.2% | -17.4% | 0.0% |
| 3M | -55.4% | +10.4% | -65.8% | -40.9% |
| 6M | +107.1% | -9.5% | +116.7% | +113.9% |
| YTD | +179.0% | +6.0% | +173.0% | +255.5% |
| 1Y | +357.4% | +9.3% | +348.1% | +551.3% |
| All | +357.4% | +8.4% | +349.0% | +551.3% |
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