+156.4%
SOXL vs COMP
+353.8%
-197.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +10.7% | +1.7% | +7.8% |
| 7D | -40.3% | +13.4% | -53.8% | -42.7% |
| 30D | -71.1% | +11.1% | -82.2% | -72.1% |
| 3M | -65.2% | -18.8% | -46.4% | -62.0% |
| 6M | -72.3% | +10.5% | -82.8% | -73.8% |
| YTD | +9.4% | -3.4% | +12.9% | +6.7% |
| 1Y | +7.0% | +19.7% | -12.7% | -4.2% |
| 3Y | +156.4% | +381.6% | -225.2% | +36.6% |
| All | +156.4% | +353.8% | -197.4% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling