-50.3%
SOXL vs B
-4.2%
-46.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -1.6% | +19.4% | +19.0% |
| 7D | -1.0% | -2.7% | +1.7% | +0.8% |
| 30D | -48.6% | -4.3% | -44.2% | -44.9% |
| 3M | -50.3% | -2.3% | -48.0% | -44.7% |
| All | -50.3% | -4.2% | -46.1% | -44.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling