+4,921.3%
SOXL vs GM
+240.0%
+4,681.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +6.0% |
| 7D | +3.9% | -2.4% | +6.3% | +6.3% |
| 30D | -14.3% | -1.1% | -13.2% | -14.1% |
| 3M | -45.6% | +6.1% | -51.7% | -50.4% |
| 6M | +117.2% | +15.0% | +102.2% | +83.1% |
| YTD | +189.8% | +6.0% | +183.9% | +167.3% |
| 1Y | +317.7% | +47.1% | +270.6% | +143.2% |
| 3Y | +478.6% | +170.5% | +308.1% | +45.1% |
| 5Y | +169.5% | +80.5% | +89.0% | +39.6% |
| All | +4,921.3% | +240.0% | +4,681.3% | +1,560.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling