+182.7%
SOXL vs COMP
-32.0%
+214.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +6.7% |
| 7D | +16.4% | +4.1% | +12.3% | +14.0% |
| 30D | -12.1% | -14.5% | +2.4% | -5.8% |
| 3M | -41.7% | +41.8% | -83.5% | -51.7% |
| 6M | +157.4% | +23.6% | +133.8% | +126.4% |
| YTD | +193.3% | +1.7% | +191.6% | +178.6% |
| 1Y | +355.3% | +12.6% | +342.8% | +302.0% |
| 3Y | +484.2% | +221.9% | +262.3% | +169.1% |
| 5Y | +182.7% | -28.1% | +210.8% | +161.8% |
| All | +182.7% | -32.0% | +214.7% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling