+4,921.3%
SOXL vs B
+210.7%
+4,710.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.9% |
| 7D | +3.9% | -2.4% | +6.3% | +5.4% |
| 30D | -14.3% | +6.3% | -20.7% | -17.7% |
| 3M | -45.6% | +12.1% | -57.8% | -49.0% |
| 6M | +117.2% | -3.1% | +120.3% | +128.5% |
| YTD | +189.8% | +2.0% | +187.9% | +199.5% |
| 1Y | +317.7% | +51.7% | +266.1% | +259.5% |
| 3Y | +478.6% | +190.5% | +288.1% | +272.9% |
| 5Y | +169.5% | +158.0% | +11.5% | +76.7% |
| All | +4,921.3% | +210.7% | +4,710.6% | +3,262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling