+20,174.1%
SOXL vs DGX
+471.8%
+19,702.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +3.3% |
| 7D | +3.9% | -0.9% | +4.8% | +5.1% |
| 30D | -14.3% | -1.2% | -13.2% | -13.3% |
| 3M | -45.6% | +15.8% | -61.4% | -56.6% |
| 6M | +117.2% | +18.2% | +99.0% | +62.2% |
| YTD | +189.8% | +37.2% | +152.6% | +74.7% |
| 1Y | +317.7% | +30.4% | +287.4% | +159.9% |
| 3Y | +478.6% | +96.7% | +381.9% | +79.9% |
| 5Y | +169.5% | +67.2% | +102.3% | +8.3% |
| 10Y | +5,222.1% | +253.9% | +4,968.1% | +691.9% |
| All | +20,174.1% | +471.8% | +19,702.4% | +1,761.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling