-68.3%
SOXL vs GLW
-44.8%
-23.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.3% | -6.7% | -3.9% |
| 7D | +26.9% | +7.7% | +19.1% | +14.8% |
| 30D | -47.2% | -18.8% | -28.4% | -16.4% |
| 3M | -59.9% | -27.7% | -32.1% | -23.6% |
| 6M | -68.3% | -44.4% | -23.9% | -1.9% |
| All | -68.3% | -44.8% | -23.5% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling