+5,285.4%
SOXL vs GS
+646.2%
+4,639.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.5% |
| 7D | +16.4% | +3.4% | +13.0% | +8.9% |
| 30D | -12.1% | +0.2% | -12.3% | -12.5% |
| 3M | -41.7% | -0.3% | -41.4% | -37.8% |
| 6M | +157.4% | +27.4% | +130.0% | +85.4% |
| YTD | +193.3% | +19.6% | +173.6% | +138.5% |
| 1Y | +355.3% | +42.5% | +312.9% | +175.0% |
| 3Y | +484.2% | +240.4% | +243.7% | -11.0% |
| 5Y | +182.7% | +188.9% | -6.2% | -29.6% |
| All | +5,285.4% | +646.2% | +4,639.2% | +396.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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