+4,921.3%
SOXL vs CMG
+327.5%
+4,593.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.0% |
| 7D | +3.9% | -2.1% | +5.9% | +6.0% |
| 30D | -14.3% | +10.9% | -25.2% | -24.7% |
| 3M | -45.6% | +15.8% | -61.5% | -57.8% |
| 6M | +117.2% | +6.9% | +110.2% | +75.3% |
| YTD | +189.8% | -2.2% | +192.0% | +156.4% |
| 1Y | +317.7% | -7.1% | +324.8% | +271.4% |
| 3Y | +478.6% | -7.1% | +485.8% | +431.3% |
| 5Y | +169.5% | -4.8% | +174.3% | +176.7% |
| All | +4,921.3% | +327.5% | +4,593.8% | +2,072.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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