+4,921.3%
SOXL vs DIA
+253.8%
+4,667.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +1.5% |
| 7D | +3.9% | -1.6% | +5.4% | +10.2% |
| 30D | -14.3% | -2.0% | -12.3% | -7.9% |
| 3M | -45.6% | +3.6% | -49.2% | -52.4% |
| 6M | +117.2% | +11.5% | +105.7% | +54.8% |
| YTD | +189.8% | +10.4% | +179.5% | +120.5% |
| 1Y | +317.7% | +15.6% | +302.2% | +177.9% |
| 3Y | +478.6% | +58.9% | +419.8% | +64.5% |
| 5Y | +169.5% | +65.3% | +104.2% | +7.7% |
| All | +4,921.3% | +253.8% | +4,667.5% | +313.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling