+4,921.3%
SOXL vs CMS
+118.9%
+4,802.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.6% |
| 7D | +3.9% | -1.9% | +5.8% | +4.9% |
| 30D | -14.3% | -4.1% | -10.2% | -12.4% |
| 3M | -45.6% | -7.1% | -38.5% | -44.5% |
| 6M | +117.2% | -10.1% | +127.2% | +122.6% |
| YTD | +189.8% | -1.7% | +191.6% | +180.2% |
| 1Y | +317.7% | -3.4% | +321.1% | +303.5% |
| 3Y | +478.6% | +31.6% | +447.1% | +302.8% |
| 5Y | +169.5% | +23.3% | +146.2% | +93.5% |
| All | +4,921.3% | +118.9% | +4,802.4% | +2,914.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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