-4.8%
SOXL vs AG
0.0%
-4.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.4% | -8.6% | -9.5% |
| 7D | +26.9% | -10.0% | +36.8% | +35.8% |
| 30D | -47.2% | -10.5% | -36.7% | -42.0% |
| 3M | -59.9% | -27.3% | -32.6% | -50.1% |
| 6M | -68.3% | -43.0% | -25.3% | -52.8% |
| YTD | +38.8% | -17.9% | +56.8% | +63.4% |
| 1Y | +48.8% | +11.9% | +36.9% | +47.3% |
| 3Y | +196.5% | +201.8% | -5.3% | +55.9% |
| All | -4.8% | 0.0% | -4.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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