+19,165.6%
SOXL vs HIG
+600.7%
+18,564.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.2% | -8.2% |
| 7D | +8.5% | -2.3% | +10.7% | +11.1% |
| 30D | -13.0% | -1.2% | -11.8% | -12.9% |
| 3M | -35.9% | +6.3% | -42.2% | -44.6% |
| 6M | +112.1% | +0.6% | +111.5% | +86.1% |
| YTD | +175.4% | +0.6% | +174.8% | +137.8% |
| 1Y | +304.9% | +6.1% | +298.8% | +218.1% |
| 3Y | +448.6% | +102.0% | +346.6% | +83.7% |
| 5Y | +156.1% | +119.2% | +36.9% | -13.9% |
| 10Y | +4,957.3% | +312.5% | +4,644.8% | +625.7% |
| All | +19,165.6% | +600.7% | +18,564.9% | +1,894.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling