+162.3%
SOXL vs GAP
+8.7%
+153.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.4% | +3.2% |
| 7D | +3.9% | -4.1% | +8.0% | +7.0% |
| 30D | -14.3% | +6.2% | -20.5% | -20.3% |
| 3M | -45.6% | -0.7% | -44.9% | -48.5% |
| 6M | +117.2% | -7.1% | +124.3% | +114.3% |
| YTD | +189.8% | -14.1% | +203.9% | +200.1% |
| 1Y | +317.7% | -8.5% | +326.2% | +312.0% |
| 3Y | +478.6% | +115.4% | +363.3% | +141.8% |
| All | +162.3% | +8.7% | +153.6% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling