+156.1%
SOXL vs AG
+64.4%
+91.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.9% | -3.2% | -5.1% |
| 7D | +8.5% | -5.8% | +14.2% | +12.4% |
| 30D | -13.0% | +6.4% | -19.3% | -16.8% |
| 3M | -35.9% | +28.4% | -64.3% | -44.2% |
| 6M | +112.1% | -24.5% | +136.5% | +155.5% |
| YTD | +175.4% | +21.2% | +154.2% | +147.9% |
| 1Y | +304.9% | +114.1% | +190.8% | +161.6% |
| 3Y | +448.6% | +268.0% | +180.5% | +137.9% |
| 5Y | +156.1% | +67.3% | +88.8% | +60.6% |
| All | +156.1% | +64.4% | +91.7% | +60.6% |
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