+156.1%
SOXL vs GLW
+376.9%
-220.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.2% | -4.9% | -2.6% |
| 7D | +8.5% | +11.7% | -3.3% | -10.5% |
| 30D | -13.0% | +2.7% | -15.6% | -17.4% |
| 3M | -35.9% | -2.8% | -33.1% | -30.8% |
| 6M | +112.1% | +20.2% | +91.9% | +55.7% |
| YTD | +175.4% | +87.3% | +88.1% | -28.4% |
| 1Y | +304.9% | +119.6% | +185.3% | -22.6% |
| 3Y | +448.6% | +453.7% | -5.1% | -84.6% |
| 5Y | +156.1% | +376.1% | -220.0% | -86.4% |
| All | +156.1% | +376.9% | -220.8% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling