+205.9%
SOXL vs COMP
-49.7%
+255.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | +18.4% | +0.8% | +17.5% | +17.7% |
| 30D | -3.2% | -13.9% | +10.7% | +3.2% |
| 3M | -37.6% | +30.7% | -68.3% | -45.9% |
| 6M | +136.1% | +18.7% | +117.4% | +111.8% |
| YTD | +199.5% | +1.0% | +198.4% | +185.7% |
| 1Y | +363.2% | +15.1% | +348.1% | +305.6% |
| 3Y | +496.5% | +219.8% | +276.7% | +179.9% |
| 5Y | +184.8% | -28.7% | +213.5% | +131.7% |
| All | +205.9% | -49.7% | +255.7% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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