+20,415.5%
SOXL vs AG
+570.6%
+19,844.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.5% |
| 7D | +16.4% | +4.5% | +11.9% | +14.4% |
| 30D | -12.1% | +12.9% | -25.0% | -16.1% |
| 3M | -41.7% | +20.9% | -62.6% | -44.8% |
| 6M | +157.4% | -19.5% | +176.9% | +184.8% |
| YTD | +193.3% | +24.8% | +168.5% | +178.4% |
| 1Y | +355.3% | +120.2% | +235.1% | +260.1% |
| 3Y | +484.2% | +279.0% | +205.1% | +281.8% |
| 5Y | +182.7% | +67.9% | +114.7% | +126.8% |
| 10Y | +4,692.2% | +57.5% | +4,634.8% | +3,300.4% |
| All | +20,415.5% | +570.6% | +19,844.9% | +5,037.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling