+55.9%
SOXL vs GEV
+46.2%
+9.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.3% | +0.5% | +6.0% |
| 7D | -37.9% | -5.1% | -32.7% | -32.0% |
| 30D | -59.4% | -15.8% | -43.6% | -45.3% |
| 3M | -52.3% | -18.2% | -34.1% | -31.4% |
| 6M | -47.7% | -22.4% | -25.3% | -8.3% |
| YTD | +58.8% | +27.7% | +31.0% | +67.2% |
| 1Y | +55.9% | +52.4% | +3.5% | +32.8% |
| All | +55.9% | +46.2% | +9.7% | +32.8% |
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