-70.5%
SOXL vs GS
-1.9%
-68.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +4.7% | +17.6% | +9.3% |
| 7D | -17.6% | +0.8% | -18.4% | -13.3% |
| 30D | -59.8% | +1.2% | -61.0% | -56.3% |
| 3M | -59.9% | -12.4% | -47.5% | -37.5% |
| All | -70.5% | -1.9% | -68.5% | -61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling