+1,924.8%
SOXL vs CSGP
+72.5%
+1,852.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.3% | +20.0% | +20.0% |
| 7D | -17.6% | -1.8% | -15.7% | -16.1% |
| 30D | -59.8% | +5.3% | -65.1% | -66.4% |
| 3M | -59.9% | +3.3% | -63.2% | -68.6% |
| 6M | -68.2% | -4.7% | -63.5% | -77.8% |
| YTD | +33.8% | -53.5% | +87.3% | +110.0% |
| 1Y | +34.7% | -53.7% | +88.5% | +109.1% |
| 3Y | +211.0% | -59.7% | +270.8% | +465.3% |
| 5Y | -8.6% | -62.5% | +53.9% | +113.0% |
| 10Y | +1,924.8% | +67.3% | +1,857.6% | +578.9% |
| All | +1,924.8% | +72.5% | +1,852.3% | +578.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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