+196.5%
SOXL vs GLW
+341.0%
-144.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.3% | -6.7% | -4.1% |
| 7D | +26.9% | +7.7% | +19.1% | +15.2% |
| 30D | -47.2% | -18.8% | -28.4% | -16.2% |
| 3M | -59.9% | -27.7% | -32.1% | -23.1% |
| 6M | -68.3% | -44.4% | -23.9% | +0.3% |
| YTD | +38.8% | +31.3% | +7.6% | -9.4% |
| 1Y | +48.8% | +40.0% | +8.7% | -13.6% |
| 3Y | +196.5% | +339.2% | -142.7% | -71.9% |
| All | +196.5% | +341.0% | -144.5% | -71.9% |
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