+55.9%
SOXL vs CSX
+48.0%
+7.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.4% | -10.6% |
| 7D | -37.9% | +0.1% | -38.0% | -37.9% |
| 30D | -59.4% | +9.7% | -69.1% | -63.1% |
| 3M | -52.3% | +2.3% | -54.6% | -52.6% |
| 6M | -47.7% | +17.1% | -64.8% | -58.7% |
| YTD | +58.8% | +44.9% | +13.9% | -8.5% |
| 1Y | +55.9% | +47.1% | +8.8% | -13.1% |
| All | +55.9% | +48.0% | +7.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling