-62.0%
SOXL vs D
+9.8%
-71.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -2.3% |
| 7D | +60.3% | -3.1% | +63.4% | +52.2% |
| 30D | -48.6% | +8.4% | -57.0% | -38.7% |
| 3M | -53.9% | +0.2% | -54.1% | -49.7% |
| 6M | -62.0% | +9.5% | -71.5% | -54.0% |
| All | -62.0% | +9.8% | -71.8% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 6mo: compounded portfolio wealth divided by compounded D 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…
6mo analysis · Full analysis span regression · 6 months rolling