+55.9%
SOXL vs AGG
-0.5%
+56.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.3% | -11.8% |
| 7D | -37.9% | +0.5% | -38.4% | -40.5% |
| 30D | -59.4% | +2.4% | -61.8% | -67.9% |
| 3M | -52.3% | -1.0% | -51.3% | -47.1% |
| 6M | -47.7% | -0.9% | -46.8% | -39.3% |
| YTD | +58.8% | -0.9% | +59.6% | +83.8% |
| 1Y | +55.9% | -0.5% | +56.4% | +81.2% |
| All | +55.9% | -0.5% | +56.4% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling