+162.3%
SOXL vs HIG
+116.1%
+46.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.6% | +5.5% |
| 7D | +3.9% | -1.5% | +5.3% | +5.0% |
| 30D | -14.3% | -0.4% | -14.0% | -14.8% |
| 3M | -45.6% | +6.7% | -52.3% | -52.0% |
| 6M | +117.2% | +2.0% | +115.2% | +92.3% |
| YTD | +189.8% | +0.3% | +189.6% | +157.5% |
| 1Y | +317.7% | +4.2% | +313.6% | +242.6% |
| 3Y | +478.6% | +102.2% | +376.4% | +47.8% |
| All | +162.3% | +116.1% | +46.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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