+252.1%
INTC vs SOXL
+5,340.3%
-5,088.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +1.1% |
| 7D | +7.5% | +3.9% | +3.6% | +6.3% |
| 30D | +2.0% | -14.3% | +16.3% | +6.3% |
| 3M | -12.0% | -45.6% | +33.6% | +0.6% |
| 6M | +114.5% | +117.2% | -2.6% | +59.7% |
| YTD | +179.0% | +189.8% | -10.9% | +89.7% |
| 1Y | +318.3% | +317.7% | +0.5% | +151.4% |
| 3Y | +171.2% | +478.6% | -307.4% | +21.0% |
| 5Y | +107.6% | +169.5% | -61.9% | -12.1% |
| All | +252.1% | +5,340.3% | -5,088.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXL.
Daily Out/Under-Performance
Portfolio return minus SOXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXL 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 SOXL 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