+478.6%
SOXL vs COST
+70.3%
+408.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +5.0% | +5.0% |
| 7D | +3.9% | -1.2% | +5.1% | +4.8% |
| 30D | -14.3% | -4.7% | -9.6% | -11.9% |
| 3M | -45.6% | -7.1% | -38.5% | -44.8% |
| 6M | +117.2% | -8.5% | +125.7% | +112.6% |
| YTD | +189.8% | +5.4% | +184.5% | +122.8% |
| 1Y | +317.7% | -5.6% | +323.4% | +278.3% |
| 3Y | +478.6% | +68.5% | +410.1% | +84.4% |
| All | +478.6% | +70.3% | +408.3% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling