+162.3%
SOXL vs DGX
+66.8%
+95.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +4.4% |
| 7D | +3.9% | -0.9% | +4.8% | +4.4% |
| 30D | -14.3% | -1.2% | -13.2% | -13.9% |
| 3M | -45.6% | +15.8% | -61.4% | -50.5% |
| 6M | +117.2% | +18.2% | +99.0% | +91.8% |
| YTD | +189.8% | +37.2% | +152.6% | +126.1% |
| 1Y | +317.7% | +30.4% | +287.4% | +232.5% |
| 3Y | +478.6% | +96.7% | +381.9% | +175.2% |
| All | +162.3% | +66.8% | +95.5% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling