+20,415.5%
SOXL vs AVGO
+26,435.0%
-6,019.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | -0.2% |
| 7D | +16.4% | -0.3% | +16.7% | +16.9% |
| 30D | -12.1% | -13.8% | +1.7% | +14.6% |
| 3M | -41.7% | -6.9% | -34.8% | -25.2% |
| 6M | +157.4% | +11.9% | +145.5% | +155.3% |
| YTD | +193.3% | +6.9% | +186.4% | +217.8% |
| 1Y | +355.3% | +7.4% | +347.9% | +389.5% |
| 3Y | +484.2% | +345.6% | +138.6% | -42.1% |
| 5Y | +182.7% | +718.9% | -536.2% | -83.8% |
| 10Y | +4,692.2% | +2,755.4% | +1,936.9% | -9.6% |
| All | +20,415.5% | +26,435.0% | -6,019.5% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 AVGO 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