+4,921.3%
SOXL vs CMI
+516.5%
+4,404.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +2.9% |
| 7D | +3.9% | -0.7% | +4.6% | +5.5% |
| 30D | -14.3% | -12.4% | -1.9% | +12.5% |
| 3M | -45.6% | -14.8% | -30.8% | -17.3% |
| 6M | +117.2% | +0.8% | +116.4% | +172.2% |
| YTD | +189.8% | +10.2% | +179.7% | +209.1% |
| 1Y | +317.7% | +37.4% | +280.3% | +201.8% |
| 3Y | +478.6% | +153.3% | +325.3% | +62.4% |
| 5Y | +169.5% | +167.6% | +1.9% | -18.7% |
| All | +4,921.3% | +516.5% | +4,404.8% | +507.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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