+357.4%
SOXL vs GEV
+62.5%
+294.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +5.3% | +3.3% | +2.0% | -0.1% |
| 30D | -11.2% | -7.5% | -3.7% | +0.9% |
| 3M | -55.4% | -2.2% | -53.2% | -46.7% |
| 6M | +107.1% | +12.1% | +95.0% | +118.6% |
| YTD | +179.0% | +44.4% | +134.6% | +131.3% |
| 1Y | +357.4% | +57.7% | +299.7% | +258.6% |
| All | +357.4% | +62.5% | +294.8% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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