+156.1%
SOXL vs DIA
+61.6%
+94.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -5.0% |
| 7D | +8.5% | -3.0% | +11.5% | +25.0% |
| 30D | -13.0% | -3.0% | -10.0% | -0.5% |
| 3M | -35.9% | +4.5% | -40.4% | -47.8% |
| 6M | +112.1% | +9.8% | +102.3% | +45.9% |
| YTD | +175.4% | +9.3% | +166.1% | +98.4% |
| 1Y | +304.9% | +16.0% | +288.9% | +128.7% |
| 3Y | +448.6% | +57.7% | +390.8% | -2.5% |
| 5Y | +156.1% | +63.8% | +92.3% | -32.5% |
| All | +156.1% | +61.6% | +94.5% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling