+20,415.5%
SOXL vs DIA
+608.7%
+19,806.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +9.5% |
| 7D | +16.4% | +0.1% | +16.3% | +15.4% |
| 30D | -12.1% | -2.1% | -10.0% | -5.6% |
| 3M | -41.7% | +4.2% | -45.9% | -49.2% |
| 6M | +157.4% | +11.9% | +145.5% | +81.3% |
| YTD | +193.3% | +10.8% | +182.5% | +119.6% |
| 1Y | +355.3% | +17.5% | +337.8% | +183.7% |
| 3Y | +484.2% | +59.9% | +424.2% | +60.7% |
| 5Y | +182.7% | +64.1% | +118.5% | +15.6% |
| 10Y | +4,692.2% | +246.2% | +4,446.0% | +183.1% |
| All | +20,415.5% | +608.7% | +19,806.7% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling