+11.8%
SOXL vs COMP
-52.0%
+63.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +10.7% | +1.7% | +7.3% |
| 7D | -40.3% | +13.4% | -53.8% | -43.1% |
| 30D | -71.1% | +11.1% | -82.2% | -72.3% |
| 3M | -65.2% | -18.8% | -46.4% | -61.7% |
| 6M | -72.3% | +10.5% | -82.8% | -74.0% |
| YTD | +9.4% | -3.4% | +12.9% | +7.3% |
| 1Y | +7.0% | +19.7% | -12.7% | -5.6% |
| 3Y | +156.4% | +381.6% | -225.2% | -1.0% |
| 5Y | -22.2% | -17.6% | -4.6% | -38.2% |
| All | +11.8% | -52.0% | +63.8% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling