+4,921.3%
SOXL vs CME
+282.4%
+4,638.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.9% |
| 7D | +3.9% | -1.6% | +5.5% | +5.0% |
| 30D | -14.3% | +5.6% | -19.9% | -18.1% |
| 3M | -45.6% | +5.6% | -51.2% | -49.7% |
| 6M | +117.2% | -8.3% | +125.4% | +115.7% |
| YTD | +189.8% | +4.3% | +185.5% | +152.0% |
| 1Y | +317.7% | +9.1% | +308.7% | +240.5% |
| 3Y | +478.6% | +52.1% | +426.6% | +178.4% |
| 5Y | +169.5% | +79.7% | +89.8% | +9.4% |
| All | +4,921.3% | +282.4% | +4,638.9% | +1,668.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling