-25.4%
SOXL vs GS
+138.4%
-163.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.4% | +12.8% | +13.3% |
| 7D | -40.3% | -3.2% | -37.1% | -32.6% |
| 30D | -71.1% | -2.4% | -68.7% | -66.7% |
| 3M | -65.2% | -15.7% | -49.5% | -44.1% |
| 6M | -72.3% | -6.8% | -65.5% | -60.9% |
| YTD | +9.4% | -0.1% | +9.5% | +36.3% |
| 1Y | +7.0% | +12.1% | -5.1% | +5.5% |
| 3Y | +156.4% | +185.8% | -29.4% | -62.8% |
| All | -25.4% | +138.4% | -163.8% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling