+357.4%
SOXL vs DGX
+33.7%
+323.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +8.9% |
| 7D | +5.3% | -2.3% | +7.7% | +2.9% |
| 30D | -11.2% | +0.6% | -11.7% | -10.5% |
| 3M | -55.4% | +21.4% | -76.8% | -44.1% |
| 6M | +107.1% | +14.7% | +92.4% | +151.9% |
| YTD | +179.0% | +38.4% | +140.6% | +287.4% |
| 1Y | +357.4% | +34.0% | +323.4% | +539.0% |
| All | +357.4% | +33.7% | +323.7% | +539.0% |
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