+4,921.3%
SOXL vs HYG
+56.1%
+4,865.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.4% |
| 7D | +3.9% | -0.7% | +4.6% | +9.5% |
| 30D | -14.3% | -0.7% | -13.6% | -9.4% |
| 3M | -45.6% | -0.2% | -45.4% | -43.5% |
| 6M | +117.2% | +1.4% | +115.8% | +116.3% |
| YTD | +189.8% | +1.5% | +188.4% | +193.8% |
| 1Y | +317.7% | +2.9% | +314.8% | +294.6% |
| 3Y | +478.6% | +25.6% | +453.0% | +87.8% |
| 5Y | +169.5% | +18.6% | +150.9% | +107.7% |
| All | +4,921.3% | +56.1% | +4,865.2% | +1,878.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling