+4,921.3%
SOXL vs CVX
+222.5%
+4,698.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.5% |
| 7D | +3.9% | +2.6% | +1.3% | +1.0% |
| 30D | -14.3% | +9.8% | -24.1% | -23.7% |
| 3M | -45.6% | +16.2% | -61.8% | -57.1% |
| 6M | +117.2% | +13.6% | +103.6% | +63.6% |
| YTD | +189.8% | +44.4% | +145.5% | +56.1% |
| 1Y | +317.7% | +40.6% | +277.1% | +130.5% |
| 3Y | +478.6% | +48.2% | +430.4% | +204.8% |
| 5Y | +169.5% | +172.3% | -2.8% | -39.1% |
| All | +4,921.3% | +222.5% | +4,698.8% | +1,328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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