+55.9%
SOXL vs DIA
+15.0%
+40.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -11.9% | -22.3% |
| 7D | -37.9% | +1.6% | -39.5% | -42.6% |
| 30D | -59.4% | +4.1% | -63.5% | -66.9% |
| 3M | -52.3% | -1.0% | -51.3% | -50.5% |
| 6M | -47.7% | +9.7% | -57.3% | -65.8% |
| YTD | +58.8% | +12.2% | +46.6% | -5.4% |
| 1Y | +55.9% | +14.9% | +41.0% | -15.6% |
| All | +55.9% | +15.0% | +40.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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