+497.9%
SOXL vs CP
+19.7%
+478.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +4.0% |
| 7D | +18.4% | +0.6% | +17.8% | +17.1% |
| 30D | -3.2% | -0.5% | -2.7% | -2.6% |
| 3M | -37.6% | +0.1% | -37.7% | -40.4% |
| 6M | +136.1% | +7.8% | +128.3% | +99.4% |
| YTD | +199.5% | +22.9% | +176.6% | +96.1% |
| 1Y | +363.2% | +21.3% | +341.9% | +209.7% |
| All | +497.9% | +19.7% | +478.2% | +369.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling