+497.9%
SOXL vs GLW
+467.6%
+30.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | -0.2% |
| 7D | +18.4% | +16.9% | +1.5% | -7.4% |
| 30D | -3.2% | +7.0% | -10.2% | -13.2% |
| 3M | -37.6% | -3.0% | -34.6% | -30.8% |
| 6M | +136.1% | +31.0% | +105.1% | +65.9% |
| YTD | +199.5% | +93.4% | +106.1% | -7.2% |
| 1Y | +363.2% | +134.7% | +228.5% | +1.4% |
| All | +497.9% | +467.6% | +30.2% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling