+20,848.2%
SOXL vs GAP
+58.0%
+20,790.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +5.3% |
| 7D | +18.4% | -3.2% | +21.5% | +20.8% |
| 30D | -3.2% | -0.7% | -2.5% | -5.7% |
| 3M | -37.6% | -0.5% | -37.1% | -40.6% |
| 6M | +136.1% | -5.0% | +141.0% | +129.1% |
| YTD | +199.5% | -14.7% | +214.1% | +210.8% |
| 1Y | +363.2% | -8.6% | +371.9% | +358.8% |
| 3Y | +496.5% | +108.4% | +388.1% | +188.4% |
| 5Y | +184.8% | +5.8% | +179.0% | +123.2% |
| 10Y | +5,399.0% | +29.6% | +5,369.3% | +2,490.6% |
| All | +20,848.2% | +58.0% | +20,790.2% | +7,687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling