+162.3%
SOXL vs CVX
+169.1%
-6.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.8% |
| 7D | +3.9% | +2.6% | +1.3% | +2.1% |
| 30D | -14.3% | +9.8% | -24.1% | -20.3% |
| 3M | -45.6% | +16.2% | -61.8% | -52.9% |
| 6M | +117.2% | +13.6% | +103.6% | +80.7% |
| YTD | +189.8% | +44.4% | +145.5% | +81.2% |
| 1Y | +317.7% | +40.6% | +277.1% | +166.9% |
| 3Y | +478.6% | +48.2% | +430.4% | +258.6% |
| All | +162.3% | +169.1% | -6.8% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling