+4,671.5%
SOXL vs CP
+230.5%
+4,441.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.7% | -5.5% |
| 7D | +8.5% | -2.7% | +11.1% | +14.1% |
| 30D | -13.0% | -3.4% | -9.6% | -7.4% |
| 3M | -35.9% | -0.6% | -35.3% | -38.4% |
| 6M | +112.1% | +6.3% | +105.8% | +82.6% |
| YTD | +175.4% | +21.2% | +154.2% | +80.6% |
| 1Y | +304.9% | +20.0% | +284.8% | +169.6% |
| 3Y | +448.6% | +18.7% | +429.8% | +306.3% |
| 5Y | +156.1% | +34.8% | +121.3% | +70.4% |
| All | +4,671.5% | +230.5% | +4,441.0% | +1,092.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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