+2,180.9%
SOXL vs CSX
+422.0%
+1,758.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +1.6% | +16.2% | +15.2% |
| 7D | -1.0% | -0.3% | -0.7% | +1.8% |
| 30D | -48.6% | +8.7% | -57.3% | -56.2% |
| 3M | -50.3% | +4.2% | -54.5% | -55.3% |
| 6M | -65.3% | +16.7% | -82.0% | -74.9% |
| YTD | +57.2% | +44.5% | +12.7% | -19.2% |
| 1Y | +58.0% | +50.3% | +7.8% | -23.3% |
| 3Y | +226.2% | +76.3% | +149.9% | +21.8% |
| 5Y | +10.5% | +58.1% | -47.7% | -40.5% |
| 10Y | +2,180.9% | +416.4% | +1,764.5% | +685.5% |
| All | +2,180.9% | +422.0% | +1,758.9% | +685.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling