+196.5%
SOXL vs COMP
+423.6%
-227.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.7% | -12.7% | -11.8% |
| 7D | +26.9% | 0.0% | +26.9% | +27.2% |
| 30D | -47.2% | +16.6% | -63.8% | -50.0% |
| 3M | -59.9% | -23.5% | -36.3% | -54.9% |
| 6M | -68.3% | +25.7% | -94.1% | -71.6% |
| YTD | +38.8% | -3.4% | +42.3% | +35.7% |
| 1Y | +48.8% | +7.6% | +41.2% | +39.5% |
| 3Y | +196.5% | +423.6% | -227.1% | +62.6% |
| All | +196.5% | +423.6% | -227.1% | +62.6% |
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