+9,612.4%
SOXL vs CSX
+1,154.0%
+8,458.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.7% | -10.3% | -9.9% |
| 7D | +26.9% | +6.0% | +20.9% | +16.7% |
| 30D | -47.2% | +7.8% | -55.0% | -54.4% |
| 3M | -59.9% | +4.1% | -63.9% | -63.8% |
| 6M | -68.3% | +17.9% | -86.2% | -77.5% |
| YTD | +38.8% | +44.9% | -6.0% | -28.8% |
| 1Y | +48.8% | +51.1% | -2.3% | -28.4% |
| 3Y | +196.5% | +78.3% | +118.2% | +10.2% |
| 5Y | -5.0% | +58.1% | -63.2% | -47.8% |
| 10Y | +1,914.5% | +417.9% | +1,496.6% | +131.3% |
| All | +9,612.4% | +1,154.0% | +8,458.4% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling