+20,848.2%
SOXL vs GRMN
+1,221.5%
+19,626.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +4.0% |
| 7D | +18.4% | -1.4% | +19.8% | +20.7% |
| 30D | -3.2% | -13.1% | +9.9% | +19.7% |
| 3M | -37.6% | +14.9% | -52.5% | -55.6% |
| 6M | +136.1% | +13.1% | +123.0% | +80.0% |
| YTD | +199.5% | +35.3% | +164.2% | +70.6% |
| 1Y | +363.2% | +16.0% | +347.2% | +233.3% |
| 3Y | +496.5% | +179.6% | +316.9% | -7.9% |
| 5Y | +184.8% | +75.0% | +109.8% | +16.8% |
| 10Y | +5,399.0% | +644.1% | +4,754.9% | +383.1% |
| All | +20,848.2% | +1,221.5% | +19,626.6% | +794.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling