-59.9%
SOXL vs GLW
-31.0%
-28.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.3% | -6.7% | -2.9% |
| 7D | +26.9% | +7.7% | +19.1% | +13.0% |
| 30D | -47.2% | -18.8% | -28.4% | -16.7% |
| 3M | -59.9% | -27.7% | -32.1% | -25.8% |
| All | -59.9% | -31.0% | -28.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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