-65.3%
SOXL vs B
-10.9%
-54.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -1.6% | +19.4% | +19.8% |
| 7D | -1.0% | -2.7% | +1.7% | +2.0% |
| 30D | -48.6% | -4.3% | -44.2% | -44.8% |
| 3M | -50.3% | -2.3% | -48.0% | -50.8% |
| 6M | -65.3% | -16.2% | -49.1% | -47.0% |
| All | -65.3% | -10.9% | -54.4% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling