+55.9%
SOXL vs COST
+12.8%
+43.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.7% | -11.5% | -3.0% |
| 7D | -37.9% | +6.6% | -44.5% | -27.1% |
| 30D | -59.4% | +13.5% | -72.9% | -45.5% |
| 3M | -52.3% | +10.6% | -62.9% | -38.1% |
| 6M | -47.7% | +3.6% | -51.3% | -32.5% |
| YTD | +58.8% | +22.1% | +36.7% | +98.3% |
| 1Y | +55.9% | +11.9% | +44.0% | +104.1% |
| All | +55.9% | +12.8% | +43.1% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling