+317.7%
SOXL vs GAP
-7.6%
+325.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.4% | +4.1% |
| 7D | +3.9% | -4.1% | +8.0% | +5.6% |
| 30D | -14.3% | +6.2% | -20.5% | -17.9% |
| 3M | -45.6% | -0.7% | -44.9% | -46.3% |
| 6M | +117.2% | -7.1% | +124.3% | +119.1% |
| YTD | +189.8% | -14.1% | +203.9% | +204.9% |
| 1Y | +317.7% | -8.5% | +326.2% | +274.8% |
| All | +317.7% | -7.6% | +325.4% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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