+10,896.4%
SOXL vs B
+36.2%
+10,860.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -1.6% | +19.4% | +18.4% |
| 7D | -1.0% | -2.7% | +1.7% | +0.1% |
| 30D | -48.6% | -4.3% | -44.2% | -47.4% |
| 3M | -50.3% | -2.3% | -48.0% | -49.7% |
| 6M | -65.3% | -16.2% | -49.1% | -61.8% |
| YTD | +57.2% | -8.8% | +66.0% | +70.4% |
| 1Y | +58.0% | +11.4% | +46.7% | +60.4% |
| 3Y | +226.2% | +174.3% | +52.0% | +149.4% |
| 5Y | +10.5% | +116.2% | -105.7% | -11.0% |
| 10Y | +2,180.9% | +222.7% | +1,958.1% | +1,573.3% |
| All | +10,896.4% | +36.2% | +10,860.2% | +10,841.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling