+42.5%
SOXL vs HYG
+1.6%
+40.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.5% | -20.5% |
| 7D | -37.9% | -0.1% | -37.8% | -36.6% |
| 30D | -59.4% | +0.7% | -60.1% | -63.6% |
| 3M | -52.3% | -2.0% | -50.3% | -29.8% |
| 6M | -47.7% | -0.9% | -46.8% | -29.2% |
| YTD | +58.8% | +0.1% | +58.7% | +101.6% |
| All | +42.5% | +1.6% | +40.9% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling