+478.6%
SOXL vs AGI
+206.1%
+272.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.8% |
| 7D | +3.9% | -2.7% | +6.6% | +5.7% |
| 30D | -14.3% | +7.2% | -21.6% | -18.3% |
| 3M | -45.6% | +4.3% | -49.9% | -48.1% |
| 6M | +117.2% | -27.1% | +144.3% | +158.9% |
| YTD | +189.8% | -6.6% | +196.4% | +200.4% |
| 1Y | +317.7% | +9.5% | +308.2% | +297.9% |
| 3Y | +478.6% | +208.4% | +270.2% | +265.0% |
| All | +478.6% | +206.1% | +272.5% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling