+497.9%
SOXL vs CME
+52.6%
+445.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +0.9% |
| 7D | +18.4% | -0.6% | +19.0% | +17.4% |
| 30D | -3.2% | +4.7% | -7.9% | +4.2% |
| 3M | -37.6% | +7.8% | -45.4% | -25.3% |
| 6M | +136.1% | -11.0% | +147.0% | +133.6% |
| YTD | +199.5% | +4.0% | +195.5% | +255.6% |
| 1Y | +363.2% | +9.1% | +354.1% | +490.7% |
| All | +497.9% | +52.6% | +445.3% | +874.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling