+446.4%
SOXL vs GS
+246.3%
+200.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.7% |
| 7D | +5.3% | +0.9% | +4.4% | +3.0% |
| 30D | -11.2% | -1.6% | -9.6% | -8.4% |
| 3M | -55.4% | -4.5% | -50.9% | -46.1% |
| 6M | +107.1% | +20.9% | +86.3% | +57.7% |
| YTD | +179.0% | +19.9% | +159.2% | +115.0% |
| 1Y | +357.4% | +41.4% | +316.0% | +155.2% |
| All | +446.4% | +246.3% | +200.0% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling