+20,174.1%
SOXL vs AGG
+46.2%
+20,128.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -1.1% | +4.9% | +4.6% |
| 30D | -14.3% | -1.1% | -13.2% | -13.6% |
| 3M | -45.6% | -1.9% | -43.7% | -44.9% |
| 6M | +117.2% | -1.7% | +118.9% | +120.8% |
| YTD | +189.8% | -1.3% | +191.1% | +194.2% |
| 1Y | +317.7% | -0.7% | +318.5% | +323.2% |
| 3Y | +478.6% | +12.5% | +466.2% | +457.8% |
| 5Y | +169.5% | -2.5% | +172.0% | +113.8% |
| 10Y | +5,222.1% | +14.2% | +5,207.8% | +6,933.4% |
| All | +20,174.1% | +46.2% | +20,128.0% | +187,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling