+55.9%
SOXL vs DGX
+45.0%
+10.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.3% | -5.1% |
| 7D | -37.9% | +4.1% | -42.0% | -34.9% |
| 30D | -59.4% | +10.5% | -69.9% | -54.4% |
| 3M | -52.3% | +9.8% | -62.1% | -46.5% |
| 6M | -47.7% | +34.6% | -82.2% | -26.6% |
| YTD | +58.8% | +49.8% | +8.9% | +137.4% |
| 1Y | +55.9% | +46.0% | +9.9% | +129.4% |
| All | +55.9% | +45.0% | +10.9% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling