+55.9%
SOXL vs GM
+37.1%
+18.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.6% | -13.4% | -12.4% |
| 7D | -37.9% | +12.1% | -49.9% | -44.7% |
| 30D | -59.4% | +15.2% | -74.6% | -65.1% |
| 3M | -52.3% | +4.9% | -57.2% | -55.8% |
| 6M | -47.7% | +22.6% | -70.3% | -60.2% |
| YTD | +58.8% | +14.4% | +44.3% | +22.9% |
| 1Y | +55.9% | +39.4% | +16.5% | -13.4% |
| All | +55.9% | +37.1% | +18.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling