-68.3%
SOXL vs CSX
+18.0%
-86.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.7% | -10.3% | -10.9% |
| 7D | +26.9% | +6.0% | +20.9% | +26.6% |
| 30D | -47.2% | +7.8% | -55.0% | -45.4% |
| 3M | -59.9% | +4.1% | -63.9% | -57.3% |
| 6M | -68.3% | +17.9% | -86.2% | -70.3% |
| All | -68.3% | +18.0% | -86.3% | -70.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling