+50.0%
SOXL vs COMP
+6.6%
+43.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | +0.5% |
| 7D | +60.3% | +8.9% | +51.4% | +53.9% |
| 30D | -48.6% | +14.0% | -62.6% | -51.2% |
| 3M | -53.9% | -21.1% | -32.7% | -47.3% |
| 6M | -62.0% | +20.1% | -82.1% | -66.9% |
| YTD | +56.0% | -5.0% | +61.0% | +40.0% |
| 1Y | +50.0% | +5.7% | +44.3% | +25.3% |
| All | +50.0% | +6.6% | +43.4% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling