+162.3%
SOXL vs GOOGL
+140.7%
+21.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.5% | +2.0% |
| 7D | +3.9% | 0.0% | +3.9% | +3.6% |
| 30D | -14.3% | -1.4% | -12.9% | -13.4% |
| 3M | -45.6% | -5.3% | -40.3% | -44.0% |
| 6M | +117.2% | +9.8% | +107.4% | +67.0% |
| YTD | +189.8% | +8.4% | +181.5% | +128.1% |
| 1Y | +317.7% | +41.2% | +276.6% | +98.8% |
| 3Y | +478.6% | +149.6% | +329.1% | -10.1% |
| All | +162.3% | +140.7% | +21.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOGL.
Daily Out/Under-Performance
Portfolio return minus GOOGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOGL 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 GOOGL 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