-35.9%
SOXL vs GEV
+3.0%
-38.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.2% | -1.9% |
| 7D | +8.5% | -1.9% | +10.4% | +12.9% |
| 30D | -13.0% | -8.7% | -4.3% | +6.7% |
| 3M | -35.9% | +6.6% | -42.5% | -46.2% |
| All | -35.9% | +3.0% | -38.9% | -46.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling