+20,848.2%
SOXL vs COST
+2,030.4%
+18,817.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.6% |
| 7D | +18.4% | -2.8% | +21.1% | +24.0% |
| 30D | -3.2% | -5.3% | +2.1% | +4.2% |
| 3M | -37.6% | -6.7% | -30.9% | -37.2% |
| 6M | +136.1% | -9.9% | +146.0% | +139.0% |
| YTD | +199.5% | +5.1% | +194.3% | +121.0% |
| 1Y | +363.2% | -7.3% | +370.5% | +320.6% |
| 3Y | +496.5% | +70.4% | +426.1% | +70.7% |
| 5Y | +184.8% | +104.4% | +80.4% | -27.4% |
| 10Y | +5,399.0% | +609.0% | +4,790.0% | +124.8% |
| All | +20,848.2% | +2,030.4% | +18,817.8% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling