+4,921.3%
SOXL vs COST
+611.6%
+4,309.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +5.0% | +4.8% |
| 7D | +3.9% | -1.2% | +5.1% | +6.0% |
| 30D | -14.3% | -4.7% | -9.6% | -8.7% |
| 3M | -45.6% | -7.1% | -38.5% | -44.3% |
| 6M | +117.2% | -8.5% | +125.7% | +113.2% |
| YTD | +189.8% | +5.4% | +184.5% | +110.0% |
| 1Y | +317.7% | -5.6% | +323.4% | +265.2% |
| 3Y | +478.6% | +68.5% | +410.1% | +56.0% |
| 5Y | +169.5% | +105.2% | +64.3% | -38.5% |
| All | +4,921.3% | +611.6% | +4,309.6% | +205.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling