+20,415.5%
SOXL vs CME
+773.5%
+19,641.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +6.2% |
| 7D | +16.4% | -2.9% | +19.3% | +19.7% |
| 30D | -12.1% | +5.5% | -17.6% | -17.7% |
| 3M | -41.7% | +11.0% | -52.7% | -51.4% |
| 6M | +157.4% | -9.7% | +167.1% | +154.6% |
| YTD | +193.3% | +4.9% | +188.4% | +139.2% |
| 1Y | +355.3% | +10.1% | +345.3% | +240.4% |
| 3Y | +484.2% | +53.5% | +430.6% | +135.9% |
| 5Y | +182.7% | +77.2% | +105.5% | -3.5% |
| 10Y | +4,692.2% | +282.1% | +4,410.1% | +461.8% |
| All | +20,415.5% | +773.5% | +19,641.9% | +737.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling