+149.2%
SOXL vs GRMN
+74.2%
+75.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.0% |
| 7D | +8.5% | -1.8% | +10.2% | +11.1% |
| 30D | -13.0% | -12.1% | -0.9% | +5.0% |
| 3M | -35.9% | +18.0% | -53.9% | -55.8% |
| 6M | +112.1% | +13.7% | +98.3% | +62.3% |
| YTD | +175.4% | +35.3% | +140.1% | +57.9% |
| 1Y | +304.9% | +17.2% | +287.6% | +189.6% |
| 3Y | +448.6% | +179.6% | +268.9% | -42.2% |
| All | +149.2% | +74.2% | +75.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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